Index (OpenGamma Strata)

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

A

absolute(double) - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift: Creates a shift that adds a fixed amount to the value at every node in the curve.
absolute(Curve, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve: Returns a curve based on an underlying curve with a fixed amount added to the Y values.
absoluteTolerance(double) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder: Sets the absoluteTolerance property in the builder.
absoluteTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta: The meta-property for the absoluteTolerance property.
AbstractCalculationFunction<T extends CalculationTarget,R> - Class in com.opengamma.strata.function.calculation: Abstract function calculating a result for each of a set of scenarios.
AbstractCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.AbstractCalculationFunction: Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractCalculationFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.AbstractCalculationFunction: Creates a new instance.
AbstractCdsFunction<T> - Class in com.opengamma.strata.function.calculation.credit: Calculates a result of a CdsTrade for each of a set of scenarios.
AbstractCdsFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction: Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractCdsFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction: Creates a new instance.
AbstractFraFunction<T> - Class in com.opengamma.strata.function.rate.fra: Calculates a result of a FraTrade for each of a set of scenarios.
AbstractFraFunction() - Constructor for class com.opengamma.strata.function.rate.fra.AbstractFraFunction: Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractFraFunction(boolean) - Constructor for class com.opengamma.strata.function.rate.fra.AbstractFraFunction: Creates a new instance.
AbstractFxForwardFunction<T> - Class in com.opengamma.strata.function.fx: Calculates a result for an FxTrade for each of a set of scenarios.
AbstractFxForwardFunction() - Constructor for class com.opengamma.strata.function.fx.AbstractFxForwardFunction: Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractFxForwardFunction(boolean) - Constructor for class com.opengamma.strata.function.fx.AbstractFxForwardFunction: Creates a new instance.
AbstractFxNonDeliverableForwardFunction<T> - Class in com.opengamma.strata.function.fx: Calculates a result for an FxNonDeliverableForwardTrade for each of a set of scenarios.
AbstractFxNonDeliverableForwardFunction() - Constructor for class com.opengamma.strata.function.fx.AbstractFxNonDeliverableForwardFunction: Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractFxNonDeliverableForwardFunction(boolean) - Constructor for class com.opengamma.strata.function.fx.AbstractFxNonDeliverableForwardFunction: Creates a new instance.
AbstractFxSwapFunction<T> - Class in com.opengamma.strata.function.fx: Calculates a result for an FxSwapTrade for each of a set of scenarios.
AbstractFxSwapFunction() - Constructor for class com.opengamma.strata.function.fx.AbstractFxSwapFunction: Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractFxSwapFunction(boolean) - Constructor for class com.opengamma.strata.function.fx.AbstractFxSwapFunction: Creates a new instance.
AbstractGenericFutureFunction<T> - Class in com.opengamma.strata.function.calculation.future: Calculates a result of a GenericFutureTrade for each of a set of scenarios.
AbstractGenericFutureFunction() - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction: Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractGenericFutureFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction: Creates a new instance.
AbstractGenericFutureOptionFunction<T> - Class in com.opengamma.strata.function.calculation.future: Calculates a result of a GenericFutureOptionTrade for each of a set of scenarios.
AbstractGenericFutureOptionFunction() - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction: Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractGenericFutureOptionFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction: Creates a new instance.
AbstractIborFutureProductPricer - Class in com.opengamma.strata.pricer.rate.future: Base pricer for Ibor futures.
AbstractIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.rate.future.AbstractIborFutureProductPricer: Creates an instance.
AbstractIborFutureTradePricer - Class in com.opengamma.strata.pricer.rate.future: Base pricer for Ibor futures.
AbstractIborFutureTradePricer() - Constructor for class com.opengamma.strata.pricer.rate.future.AbstractIborFutureTradePricer: Creates an instance.
AbstractRatesProvider - Class in com.opengamma.strata.pricer.rate: An abstract rates provider implementation.
AbstractRatesProvider() - Constructor for class com.opengamma.strata.pricer.rate.AbstractRatesProvider
AbstractSwapFunction<T> - Class in com.opengamma.strata.function.calculation.rate.swap: Calculates a result of a SwapTrade for each of a set of scenarios.
AbstractSwapFunction() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.AbstractSwapFunction: Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractSwapFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.rate.swap.AbstractSwapFunction: Creates a new instance.
AbstractTermDepositFunction<T> - Class in com.opengamma.strata.function.rate.deposit: Calculates a result for a TermDepositTrade for each of a set of scenarios.
AbstractTermDepositFunction() - Constructor for class com.opengamma.strata.function.rate.deposit.AbstractTermDepositFunction: Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractTermDepositFunction(boolean) - Constructor for class com.opengamma.strata.function.rate.deposit.AbstractTermDepositFunction: Creates a new instance.
accept(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiConsumer: Performs this operation on the given arguments.
accept(T) - Method in interface com.opengamma.strata.collect.function.CheckedConsumer: Performs this operation on the given argument.
ACCRUAL_DAY_COUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The day count used to calculate the year fraction.
ACCRUAL_DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The number of days between the start and end dates.
ACCRUAL_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The list of accrual periods.
ACCRUAL_YEAR_FRACTION - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The year fraction between the start and end dates.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder: Sets the accrualBusinessDayAdjustment property in the builder.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta: The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder: Sets the accrualBusinessDayAdjustment property in the builder.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta: The meta-property for the accrualBusinessDayAdjustment property.
accrualDayCount - Variable in class com.opengamma.strata.finance.credit.ExpandedCds: The day count convention to be used for calculating the accrual.
accrualDayCount(DayCount) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Sets the accrualDayCount property in the builder.
accrualDayCount() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta: The meta-property for the accrualDayCount property.
accrualFactor(double) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder: Sets the accrualFactor property in the builder.
accrualFactor() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta: The meta-property for the accrualFactor property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder: Sets the accrualFrequency property in the builder.
accrualFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta: The meta-property for the accrualFrequency property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder: Sets the accrualFrequency property in the builder.
accrualFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta: The meta-property for the accrualFrequency property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder: Sets the accrualMethod property in the builder.
accrualMethod() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta: The meta-property for the accrualMethod property.
accrualPeriods(List<RateAccrualPeriod>) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder: Sets the accrualPeriods property in the builder.
accrualPeriods(RateAccrualPeriod...) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder: Sets the accrualPeriods property in the builder from an array of objects.
accrualPeriods() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta: The meta-property for the accrualPeriods property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder: Sets the accrualSchedule property in the builder.
accrualSchedule() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta: The meta-property for the accrualSchedule property.
ACCRUED_INTEREST - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the accrued interest of the calculation target.
ACT_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts: The 'Act/360' day count, which divides the actual number of days by 360.
ACT_364 - Static variable in class com.opengamma.strata.basics.date.DayCounts: The 'Act/364' day count, which divides the actual number of days by 364.
ACT_365_25 - Static variable in class com.opengamma.strata.basics.date.DayCounts: The 'Act/365.25' day count, which divides the actual number of days by 365.25.
ACT_365_ACTUAL - Static variable in class com.opengamma.strata.basics.date.DayCounts: The 'Act/365 Actual' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not.
ACT_365F - Static variable in class com.opengamma.strata.basics.date.DayCounts: The 'Act/365F' day count, which divides the actual number of days by 365 (fixed).
ACT_365L - Static variable in class com.opengamma.strata.basics.date.DayCounts: The 'Act/365L' day count, which divides the actual number of days by 365 or 366.
ACT_ACT_AFB - Static variable in class com.opengamma.strata.basics.date.DayCounts: The 'Act/Act AFB' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not, with additional rules for periods over one year.
ACT_ACT_ICMA - Static variable in class com.opengamma.strata.basics.date.DayCounts: The 'Act/Act ICMA' day count, which divides the actual number of days by the actual number of days in the coupon period multiplied by the frequency.
ACT_ACT_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts: The 'Act/Act ISDA' day count, which divides the actual number of days in a leap year by 366 and the actual number of days in a standard year by 365.
add(String, Object) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfigBuilder: Adds an item of configuration under the specified name.
add(TypedString<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfigBuilder: Adds an item of configuration under the specified name.
add(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities: Adds a point sensitivity, mutating the internal list.
addAll(List<PointSensitivity>) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities: Adds a list of point sensitivities, mutating the internal list.
addAll(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities: Merges the list of point sensitivities from another instance, mutating the internal list.
addAllTimeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataBuilder: Adds multiple time series of observable market data, replacing any existing time series with the same IDs.
addAllValues(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataBuilder: Adds multiple items of market data, replacing any existing values with the same IDs.
addArgument(String, Object) - Method in class com.opengamma.strata.engine.config.FunctionConfigBuilder: Adds a constructor argument used when creating function instances.
addArgument(String, Object) - Method in class com.opengamma.strata.engine.config.pricing.PricingRuleBuilder: Adds a constructor argument for creating function instances to perform calculations.
addArguments(Map<String, Object>) - Method in class com.opengamma.strata.engine.config.FunctionConfigBuilder: Adds constructor arguments used when creating function instances.
addCurve(CurveConfig, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfigBuilder: Adds configuration to the curve group for a curve used to provide discount rates and forward rates.
addDiscountingCurve(CurveConfig, Currency) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfigBuilder: Adds configuration for a discounting curve to the curve group configuration.
addForwardCurve(CurveConfig, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfigBuilder: Adds configuration for a forward curve to the curve group configuration.
addFunction(Measure, Class<? extends CalculationSingleFunction<T, ?>>) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroupBuilder: Adds a function to the function group.
addFunction(Measure, FunctionConfig<T>) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroupBuilder: Adds a function to the function group.
addGlobalValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder: Adds a global value that is applicable to all scenarios.
additionalData(Map<Class<?>, Object>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder: Sets the additionalData property in the builder.
additionalData() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta: The meta-property for the additionalData property.
additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder: Sets the additionConvention property in the builder.
additionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta: The meta-property for the additionConvention property.
additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder: Sets the additionConvention property in the builder.
additionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta: The meta-property for the additionConvention property.
addListEntry(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder: Adds a list entry using a consumer callback function.
addListEntryWithIndex(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder: Adds a list entry using a consumer callback function, including the list index.
addMeasures(Measure...) - Method in class com.opengamma.strata.engine.config.pricing.PricingRuleBuilder: Adds measures to the pricing rule.
addRate(CurrencyPair, double) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder: Adds a new rate for a currency pair to the builder.
addRate(Currency, Currency, double) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder: Add a new pair of currencies to the builder.
addRates(Map<CurrencyPair, Double>) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder: Adds a collection of new rates for currency pairs to the builder.
addRequirements(MarketDataRequirements) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirementsBuilder: Adds all requirements from an instance of MarketDataRequirements to this builder.
addShift(Object, double) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShiftBuilder: Adds a shift for a curve node to the builder.
addShifts(Map<Object, Double>) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShiftBuilder: Adds multiple shifts to the builder.
addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataBuilder: Adds a time series of observable market data values, replacing any existing time series with the same ID.
addTimeSeries(Collection<? extends ObservableId>) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirementsBuilder: Adds requirements for time series of observable market data.
addTimeSeries(ObservableId...) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirementsBuilder: Adds requirements for time series of observable market data.
addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder: Adds a time series of market data values.
addTimeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder: Adds multiple time series of market data values.
addTo(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor: Adds this tenor to the specified date.
addTo(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency: Adds the period of this frequency to the specified date.
addValue(I, T) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataBuilder: Adds a single item of market data, replacing any existing value with the same ID.
addValues(Collection<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirementsBuilder: Adds requirements for single values of market data.
addValues(MarketDataId<?>...) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirementsBuilder: Adds requirements for single values of market data.
addValues(MarketDataId<T>, T...) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder: Adds market data values for all scenarios.
addValues(MarketDataId<T>, List<T>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder: Adds market data values for all scenarios.
adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment: Adjusts the date as necessary if it is not a business day.
adjust(LocalDate, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention: Adjusts the date as necessary if it is not a business day.
adjust(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateAdjuster: Adjusts the date according to the rules of the implementation.
adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.DaysAdjustment: Adjusts the date, adding the period in days using the holiday calendar and then applying a business day adjustment.
adjust(LocalDate, Period, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention: Adjusts the base date, adding the period and applying the convention rule.
adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment: Adjusts the date, adding the period and then applying the business day adjustment.
adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.TenorAdjustment: Adjusts the date, adding the tenor and then applying the business day adjustment.
adjust(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention: Adjusts the date according to the rules of the roll convention.
adjust(double) - Method in class com.opengamma.strata.basics.value.ValueAdjustment: Adjusts the base value based on the criteria of this adjustment.
adjust(double, double) - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType: Adjusts the base value based on the type and the modifying value.
adjust(double) - Method in enum com.opengamma.strata.finance.rate.swap.NegativeRateMethod: Adjusts the specified rate according to the rate method rule.
AdjustableDate - Class in com.opengamma.strata.basics.date: An adjustable date.
AdjustableDate.Meta - Class in com.opengamma.strata.basics.date: The meta-bean for AdjustableDate.
adjustBy(int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Returns an adjuster that changes the date.
adjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate: Adjusts the date using the business day adjustment.
adjustInto(Temporal) - Method in interface com.opengamma.strata.basics.date.DateAdjuster: Adjusts the temporal according to the rules of the implementation.
adjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta: The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder: Sets the adjustment property in the builder.
adjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta: The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder: Sets the adjustment property in the builder.
adjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta: The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder: Sets the adjustment property in the builder.
adjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta: The meta-property for the adjustment property.
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.finance.rate.swap.PaymentEvent: Adjusts the payment date using the rules of the specified adjuster.
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.finance.rate.swap.PaymentPeriod: Adjusts the payment date using the rules of the specified adjuster.
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
AED - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'AED' - UAE Dirham.
AggregatingCalculationListener<T> - Class in com.opengamma.strata.engine.calculations: Superclass for mutable calculation listeners that collect the results of individual calculations and create a single aggregate result when the calculations are complete.
AggregatingCalculationListener() - Constructor for class com.opengamma.strata.engine.calculations.AggregatingCalculationListener
agreedFxRate(FxRate) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder: Sets the agreedFxRate property in the builder.
agreedFxRate() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta: The meta-property for the agreedFxRate property.
agreedFxRate(FxRate) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder: Sets the agreedFxRate property in the builder.
agreedFxRate() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta: The meta-property for the agreedFxRate property.
ALL - Static variable in class com.opengamma.strata.collect.range.LocalDateRange: A range over the whole time-line.
allIndices() - Method in class com.opengamma.strata.finance.rate.swap.Swap: Returns the set of indices referred to by the swap.
allIndices() - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg: Returns the set of indices referred to by the leg.
allSuccessful(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result: Checks if all the results are successful.
allSuccessful(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result: Checks if all the results are successful.
AllTargetsMarketDataRule - Class in com.opengamma.strata.engine.config: A market data rule which matches all calculation targets.
AllTargetsMarketDataRule.Meta - Class in com.opengamma.strata.engine.config: The meta-bean for AllTargetsMarketDataRule.
alternateNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum: Returns the complete map of alternate name to standard name.
ALWAYS_0 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule: A value schedule that always has the value zero.
ALWAYS_1 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule: A value schedule that always has the value one.
ambiguousTokenFailure(T, String) - Method in class com.opengamma.strata.report.result.TokenEvaluator: Generates a failure result for an ambiguous token.
amount(ValueSchedule) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder: Sets the amount property in the builder.
amount() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta: The meta-property for the amount property.
amount(CurrencyAmount) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder: Sets the amount property in the builder.
amount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta: The meta-property for the amount property.
amounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta: The meta-property for the amounts property.
amounts() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta: The meta-property for the amounts property.
and(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate: Returns a new predicate that returns true if both predicates return true.
and(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate: Returns a new predicate that returns true if both predicates return true.
and(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate: Returns a new predicate that returns true if both predicates return true.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction: Returns a new function that composes this function and the specified function.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction: Returns a new function that composes this function and the specified function.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction: Returns a new function that composes this function and the specified function.
AnyCurveFilter - Class in com.opengamma.strata.function.marketdata.scenarios.curves: Market data filter that matches any curve.
AnyCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves: The meta-bean for AnyCurveFilter.
AnyDiscountCurveFilter - Class in com.opengamma.strata.function.marketdata.scenarios.curves: Market data filter that matches any discount curve.
AnyDiscountCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves: The meta-bean for AnyDiscountCurveFilter.
anyFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result: Checks if any of the results are failures.
anyFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result: Checks if any of the results are failures.
AnyIndexForwardCurveFilter - Class in com.opengamma.strata.function.marketdata.scenarios.curves: Market data filter that matches any forward curve for a rate index.
AnyIndexForwardCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves: The meta-bean for AnyIndexForwardCurveFilter.
anyTarget(MarketDataMappings) - Static method in interface com.opengamma.strata.engine.config.MarketDataRule: Returns a market data rule that matches any target.
apply(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath: Applies an operator to each element in the array, returning a new array.
apply(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiFunction: Applies this function to the given arguments.
apply(T) - Method in interface com.opengamma.strata.collect.function.CheckedFunction: Applies this function to the given argument.
apply(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction: Applies the function.
apply(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction: Applies the function.
apply(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction: Applies the function.
apply(I, T) - Method in interface com.opengamma.strata.engine.marketdata.scenarios.MarketDataFilter: Applies the filter to a market data ID and the corresponding market data value and returns true if the filter matches.
apply(T) - Method in interface com.opengamma.strata.engine.marketdata.scenarios.Perturbation: Applies the perturbation to some market data, returning a new, modified instance of the data.
apply(CurveId, Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
apply(DiscountCurveId, Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
apply(RateIndexCurveId, Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
apply(CurveId, Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
apply(Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
apply(Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
apply(RateIndexCurveId, Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
apply(RateCurveId, Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
applyAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath: Applies an addition to each element in the array, returning a new array.
applyMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath: Applies a multiplication to each element in the array, returning a new array.
applyPerturbations(U) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping: Applies the perturbations in this mapping to an item of market data and returns the results.
applyShift(double, double) - Method in enum com.opengamma.strata.market.curve.ShiftType: Applies the shift to the value using appropriate logic for the shift type.
applyToPeriod(SchedulePeriod) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation: Applies this FxResetCalculation to the the specified period.
ApproxForwardOvernightAveragedRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate: Rate observation implementation for a rate based on a single overnight index that is arithmetically averaged.
ApproxForwardOvernightAveragedRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateObservationFn: Creates an instance.
AR - Static variable in class com.opengamma.strata.basics.location.Country: The country 'AR' - Argentina.
ArgChecker - Class in com.opengamma.strata.collect: Contains utility methods for checking inputs to methods.
arguments() - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta: The meta-property for the arguments property.
arguments() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta: The meta-property for the arguments property.
ARS - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'ARS' - Argentine Peso.
asMap() - Method in class com.opengamma.strata.collect.io.IniFile: Returns the INI file as a map.
asMap() - Method in class com.opengamma.strata.collect.io.PropertySet: Returns the property set as a map.
Attributable - Interface in com.opengamma.strata.finance: Provides access to an set of additional attributes.
attributes(Map<String, String>) - Method in class com.opengamma.strata.finance.TradeInfo.Builder: Sets the attributes property in the builder.
attributes() - Method in class com.opengamma.strata.finance.TradeInfo.Meta: The meta-property for the attributes property.
attributes(Map<String, String>) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder: Sets the attributes property in the builder.
attributes() - Method in class com.opengamma.strata.finance.UnitSecurity.Meta: The meta-property for the attributes property.
AU - Static variable in class com.opengamma.strata.basics.location.Country: The country 'AU' - Australia.
AUD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'AUD' - Australian Dollar.
AUDBB3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the AUD BBSW 3M index.
AUDBB6M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the AUD BBSW 6M index.
averagingMethod(IborRateAveragingMethod) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder: Sets the averagingMethod property in the builder.
averagingMethod() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta: The meta-property for the averagingMethod property.

B

baseCurrencyAmount() - Method in class com.opengamma.strata.finance.fx.Fx.Meta: The meta-property for the baseCurrencyAmount property.
baseCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta: The meta-property for the baseCurrencyDiscountFactors property.
baseCurrencyPayment() - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta: The meta-property for the baseCurrencyPayment property.
BaseMarketData - Class in com.opengamma.strata.engine.marketdata: A source of market data for a single set of calculations.
BaseMarketData.Meta - Class in com.opengamma.strata.engine.marketdata: The meta-bean for BaseMarketData.
BaseMarketDataBuilder - Class in com.opengamma.strata.engine.marketdata: A mutable builder for building up BaseMarketData instances.
BaseMarketDataResult - Class in com.opengamma.strata.engine.marketdata: The result of building a set of market data, containing the successfully built data and details of any data that could not be built.
BaseMarketDataResult.Builder - Class in com.opengamma.strata.engine.marketdata: The bean-builder for BaseMarketDataResult.
BaseMarketDataResult.Meta - Class in com.opengamma.strata.engine.marketdata: The meta-bean for BaseMarketDataResult.
BaseProvider - Interface in com.opengamma.strata.pricer: A provider of data used for pricing.
BE - Static variable in class com.opengamma.strata.basics.location.Country: The country 'BE' - Belgium.
BeanTokenEvaluator - Class in com.opengamma.strata.report.result: Evaluates a token against a bean to produce another object.
BeanTokenEvaluator() - Constructor for class com.opengamma.strata.report.result.BeanTokenEvaluator
beanType() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
beanType() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
beanType() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
beanType() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
beanType() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
beanType() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
beanType() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
beanType() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
beanType() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
beanType() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
beanType() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
beanType() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
beanType() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
beanType() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
beanType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
beanType() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
beanType() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
beanType() - Method in class com.opengamma.strata.collect.id.StandardId.Meta
beanType() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
beanType() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
beanType() - Method in class com.opengamma.strata.collect.result.Failure.Meta
beanType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
beanType() - Method in class com.opengamma.strata.collect.result.Result.Meta
beanType() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
beanType() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
beanType() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
beanType() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
beanType() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
beanType() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
beanType() - Method in class com.opengamma.strata.engine.CalculationRules.Meta
beanType() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
beanType() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta
beanType() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Meta
beanType() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Meta
beanType() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId.Meta
beanType() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId.Meta
beanType() - Method in class com.opengamma.strata.engine.calculations.Results.Meta
beanType() - Method in class com.opengamma.strata.engine.Column.Meta
beanType() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule.Meta
beanType() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
beanType() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta
beanType() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta
beanType() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Meta
beanType() - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta
beanType() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
beanType() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Meta
beanType() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
beanType() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
beanType() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
beanType() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
beanType() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig.Meta
beanType() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta
beanType() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment.Meta
beanType() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
beanType() - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta
beanType() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
beanType() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
beanType() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
beanType() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta
beanType() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
beanType() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta
beanType() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
beanType() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
beanType() - Method in class com.opengamma.strata.examples.report.TradePortfolio.Meta
beanType() - Method in class com.opengamma.strata.finance.credit.Cds.Meta
beanType() - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
beanType() - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta
beanType() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
beanType() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
beanType() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
beanType() - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta
beanType() - Method in class com.opengamma.strata.finance.equity.Equity.Meta
beanType() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
beanType() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
beanType() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
beanType() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta
beanType() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
beanType() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta
beanType() - Method in class com.opengamma.strata.finance.fx.Fx.Meta
beanType() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
beanType() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta
beanType() - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta
beanType() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
beanType() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
beanType() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
beanType() - Method in class com.opengamma.strata.finance.SecurityLink.Meta
beanType() - Method in class com.opengamma.strata.finance.TradeInfo.Meta
beanType() - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
beanType() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter.Meta
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter.Meta
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter.Meta
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Meta
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Meta
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Meta
beanType() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
beanType() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
beanType() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
beanType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
beanType() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta
beanType() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
beanType() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
beanType() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
beanType() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
beanType() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
beanType() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
beanType() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
beanType() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
beanType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
beanType() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Meta
beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
beanType() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
beanType() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
beanType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
beanType() - Method in class com.opengamma.strata.market.curve.ParRates.Meta
beanType() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta
beanType() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Meta
beanType() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
beanType() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
beanType() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
beanType() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
beanType() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
beanType() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
beanType() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId.Meta
beanType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId.Meta
beanType() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId.Meta
beanType() - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
beanType() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
beanType() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
beanType() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
beanType() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
beanType() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
beanType() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
beanType() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
beanType() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
beanType() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey.Meta
beanType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey.Meta
beanType() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey.Meta
beanType() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
beanType() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
beanType() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
beanType() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
beanType() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities.Meta
beanType() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
beanType() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities.Meta
beanType() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta
beanType() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
beanType() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
beanType() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
beanType() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
beanType() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
beanType() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
beanType() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
beanType() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
beanType() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
beanType() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
beanType() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
beanType() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
beanType() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
beanType() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
beanType() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
beanType() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
beanType() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
beanType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
beanType() - Method in class com.opengamma.strata.report.format.FormatSettings.Meta
beanType() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
beanType() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
beanType() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
beanType() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
beanType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
BGN - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'BGN' - Bulgarian Lev.
BHD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'BHD' - Bahraini Dinar.
biConsumer(CheckedBiConsumer<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked: Converts checked exceptions to unchecked based on the BiConsumer interface.
biFunction(CheckedBiFunction<T, U, R>) - Static method in class com.opengamma.strata.collect.Unchecked: Converts checked exceptions to unchecked based on the BiFunction interface.
binaryOperator(CheckedBinaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked: Converts checked exceptions to unchecked based on the BinaryOperator interface.
biPredicate(CheckedBiPredicate<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked: Converts checked exceptions to unchecked based on the BiPredicate interface.
BR - Static variable in class com.opengamma.strata.basics.location.Country: The country 'BR' - Brazil.
BRL - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'BRL' - Brazil Dollar.
BUCKETED_GAMMA_PV01 - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the Bucketed Gamma PV01 of the calculation target.
BUCKETED_PV01 - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the Bucketed PV01 of the calculation target.
bucketedShiftParRatesinBps(int, double) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates: Applies a bucketed shift to a single node.
bucketedShiftParRatesinBps(int, double) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates: Applies a bucketed shift to a single node.
build() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder: Build a new FxMatrix from the data in the builder.
build() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
build() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
build() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
build() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
build() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
build() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
build() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
build() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
build() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
build() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
build() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
build() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
build() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
build() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder: Build the time-series from the builder.
build() - Method in class com.opengamma.strata.engine.CalculationRules.Builder
build() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
build() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
build() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
build() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
build() - Method in class com.opengamma.strata.engine.calculations.Results.Builder
build() - Method in class com.opengamma.strata.engine.Column.Builder
build() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
build() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
build() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
build() - Method in class com.opengamma.strata.engine.config.FunctionConfigBuilder: Returns an instance of FunctionConfig built from the data in this builder.
build() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroupBuilder: Returns a function group built from the data in this builder.
build() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
build() - Method in class com.opengamma.strata.engine.config.pricing.PricingRuleBuilder: Returns a pricing rule built from the data in this builder.
build() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataBuilder: Builds a set of market data from the data in this builder.
build() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
build() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
build() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfigBuilder: Returns a MarketDataConfig instance built from the data in this builder.
build(I, MarketDataLookup, MarketDataConfig) - Method in interface com.opengamma.strata.engine.marketdata.functions.MarketDataFunction: Builds and returns the market data identified by the ID.
build(Set<? extends ObservableId>) - Method in class com.opengamma.strata.engine.marketdata.functions.MissingDataAwareObservableFunction
build(MissingMappingId, MarketDataLookup, MarketDataConfig) - Method in class com.opengamma.strata.engine.marketdata.functions.MissingMappingMarketDataFunction
build(Set<? extends ObservableId>) - Method in interface com.opengamma.strata.engine.marketdata.functions.ObservableMarketDataFunction: Returns market data values for the IDs in requirements or the details of why the data couldn't be built.
build() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
build() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirementsBuilder: Returns a set of market data requirements built from the data in this builder.
build(MarketDataId, MarketDataLookup, MarketDataConfig) - Method in class com.opengamma.strata.engine.marketdata.NoMatchingRulesMarketDataFunction
build() - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
build() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder: Returns a set of scenario market data built from the data in this builder.
build() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
build() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
build() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
build() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
build() - Method in class com.opengamma.strata.finance.credit.Cds.Builder
build() - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
build() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
build() - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
build() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
build() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
build() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
build() - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
build() - Method in class com.opengamma.strata.finance.equity.Equity.Builder
build() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
build() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
build() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
build() - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
build() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
build() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
build() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
build() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
build() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
build() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
build() - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
build() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
build() - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
build() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
build() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
build() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
build() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
build() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
build() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
build() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
build() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
build() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
build() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
build() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
build() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
build() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
build() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
build() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
build() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
build() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
build() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
build() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
build() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
build() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
build() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
build() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
build() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
build() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
build() - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
build() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
build() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
build() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
build() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
build() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
build() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
build() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
build() - Method in class com.opengamma.strata.finance.SecurityLink.Builder
build() - Method in class com.opengamma.strata.finance.TradeInfo.Builder
build() - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
build(CurveGroupId, MarketDataLookup, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
build(DiscountCurveId, MarketDataLookup, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.DiscountingCurveMarketDataFunction
build(ParRatesId, MarketDataLookup, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.ParRatesMarketDataFunction
build(RateIndexCurveId, MarketDataLookup, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.RateIndexCurveMarketDataFunction
build() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
build(ZeroRateDiscountFactorsId, MarketDataLookup, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.ZeroRateDiscountFactorsMarketDataFunction
build() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
build() - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder: Returns a set of market data mappings built from the data in this builder.
build() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
build() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
build() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
build() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShiftBuilder: Returns an instance of CurvePointShift built from the data in this builder.
build() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
build() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
build() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
build() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfigBuilder: Returns configuration for a curve group built from the data in this object.
build() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
build() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
build() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
build() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
build() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
build() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
build() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
build() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
build() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
build() - Method in class com.opengamma.strata.market.curve.ParRates.Builder
build() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
build() - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder: Builds the map.
build() - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
build() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
build() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder: Builds the resulting point sensitivity.
build() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
build() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
build() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
build() - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
build() - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
build() - Method in class com.opengamma.strata.report.ReportRequirements.Builder
build() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
build() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
build() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
buildBaseMarketData(MarketDataRequirements, BaseMarketData, MarketDataConfig) - Method in class com.opengamma.strata.engine.marketdata.DefaultMarketDataFactory
buildBaseMarketData(MarketDataRequirements, BaseMarketData, MarketDataConfig) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataFactory: Builds the market data required for performing calculations over a portfolio.
buildCurveGroup(CurveGroupConfig, MarketDataLookup, MarketDataFeed) - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction: Builds a curve group given the configuration for the group and a set of market data.
builder() - Static method in class com.opengamma.strata.basics.currency.FxMatrix: Creates a builder that can be used to build instances of FxMatrix.
builder() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
builder() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
builder() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
builder() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
builder() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
builder() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
builder() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
builder() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
builder() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
builder() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
builder() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
builder() - Static method in class com.opengamma.strata.basics.schedule.Schedule: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
builder() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
builder() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
builder() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
builder() - Static method in class com.opengamma.strata.basics.value.ValueSchedule: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
builder() - Static method in class com.opengamma.strata.basics.value.ValueStep: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
builder() - Method in class com.opengamma.strata.collect.id.StandardId.Meta
builder() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
builder() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
builder() - Method in class com.opengamma.strata.collect.result.Failure.Meta
builder() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
builder() - Method in class com.opengamma.strata.collect.result.Result.Meta
builder() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Creates an empty builder, used to create time-series.
builder() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
builder() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
builder() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
builder() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
builder() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
builder() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
builder() - Static method in class com.opengamma.strata.engine.CalculationRules: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.CalculationRules.Meta
builder() - Static method in class com.opengamma.strata.engine.calculations.CalculationResult: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
builder() - Static method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta
builder() - Static method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Meta
builder() - Static method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Meta
builder() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId.Meta
builder() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId.Meta
builder() - Static method in class com.opengamma.strata.engine.calculations.Results: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.calculations.Results.Meta
builder() - Static method in class com.opengamma.strata.engine.Column: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.Column.Meta
builder() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule.Meta
builder() - Static method in class com.opengamma.strata.engine.config.CalculationTaskConfig: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
builder() - Static method in class com.opengamma.strata.engine.config.CalculationTasksConfig: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta
builder() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta
builder() - Static method in class com.opengamma.strata.engine.config.DefaultMarketDataRules: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Meta
builder(Class<? extends CalculationSingleFunction<T, ?>>) - Static method in class com.opengamma.strata.engine.config.FunctionConfig: Returns a mutable builder for building FunctionConfig.
builder() - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta
builder(Class<T>) - Static method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup: Returns a mutable builder for building a default function group.
builder() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
builder() - Static method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Meta
builder(Class<T>) - Static method in class com.opengamma.strata.engine.config.pricing.PricingRule: Returns a builder for building pricing rules.
builder() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
builder(LocalDate) - Static method in class com.opengamma.strata.engine.marketdata.BaseMarketData: Returns an empty mutable builder for building a new instance of BaseMarketData.
builder() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
builder() - Static method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
builder() - Static method in class com.opengamma.strata.engine.marketdata.CalculationRequirements: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
builder() - Static method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig: Returns a mutable builder for building an instance of MarketDataConfig.
builder() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig.Meta
builder() - Static method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta
builder() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment.Meta
builder() - Static method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements: Returns an empty mutable builder for building up a set of requirements.
builder() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
builder() - Static method in class com.opengamma.strata.engine.marketdata.Observables: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta
builder(int) - Static method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData: Returns a mutable builder for building a set of scenario market data.
builder(int, LocalDate) - Static method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData: Returns a mutable builder for building a set of scenario market data where every scenario has the same valuation date.
builder() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
builder() - Static method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
builder() - Static method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
builder() - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta
builder() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
builder() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta
builder() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
builder() - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
builder() - Static method in class com.opengamma.strata.examples.marketdata.ExampleMarketData: Gets a market data builder for the built-in example market data.
builder() - Method in class com.opengamma.strata.examples.report.TradePortfolio.Meta
builder() - Static method in class com.opengamma.strata.finance.credit.Cds: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.credit.Cds.Meta
builder() - Static method in class com.opengamma.strata.finance.credit.CdsTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.credit.ExpandedCds: Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Restricted constructor.
Builder(ExpandedCds) - Constructor for class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Restricted copy constructor.
builder() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
builder() - Static method in class com.opengamma.strata.finance.credit.FeeLeg: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta
builder() - Static method in class com.opengamma.strata.finance.credit.IndexReferenceInformation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
builder() - Static method in class com.opengamma.strata.finance.credit.PeriodicPayments: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
builder() - Static method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
builder() - Static method in class com.opengamma.strata.finance.credit.SinglePayment: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta
builder() - Static method in class com.opengamma.strata.finance.equity.Equity: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.equity.Equity.Meta
builder() - Static method in class com.opengamma.strata.finance.equity.EquityFuture: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
builder() - Static method in class com.opengamma.strata.finance.equity.EquityFutureTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.equity.EquityTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.future.GenericFuture: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
builder() - Static method in class com.opengamma.strata.finance.future.GenericFutureOption: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
builder() - Static method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.future.GenericFutureTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
builder() - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta
builder() - Static method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
builder() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta
builder() - Method in class com.opengamma.strata.finance.fx.Fx.Meta
builder() - Static method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
builder() - Static method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.fx.FxPayment: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta
builder() - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta
builder() - Static method in class com.opengamma.strata.finance.fx.FxSwapTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.fx.FxTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.fx.FxVanillaOption: Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.finance.fx.FxVanillaOption.Builder: Restricted constructor.
Builder(FxVanillaOption) - Constructor for class com.opengamma.strata.finance.fx.FxVanillaOption.Builder: Restricted copy constructor.
builder() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
builder() - Static method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDeposit: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.FixedRateObservation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.fra.ExpandedFra: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.fra.Fra: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.fra.FraConvention: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.fra.FraTemplate: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.fra.FraTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.future.IborFuture: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.future.IborFutureOption: Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder: Restricted constructor.
Builder(IborFutureOption) - Constructor for class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder: Restricted copy constructor.
builder() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.future.IborFutureTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.IborAveragedFixing: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.IborRateObservation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation: Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder: Restricted constructor.
Builder(InflationInterpolatedRateObservation) - Constructor for class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder: Restricted copy constructor.
builder() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.FxReset: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.NotionalExchange: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
builder(SchedulePeriod) - Static method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod: Returns a builder used to create an instance of the bean, based on a schedule period.
builder() - Static method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.ResetSchedule: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.StubCalculation: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.Swap: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.SwapTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swaption.Swaption: Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.finance.rate.swaption.Swaption.Builder: Restricted constructor.
Builder(Swaption) - Constructor for class com.opengamma.strata.finance.rate.swaption.Swaption.Builder: Restricted copy constructor.
builder() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
builder() - Static method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
builder() - Static method in class com.opengamma.strata.finance.SecurityLink: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.SecurityLink.Meta
builder() - Static method in class com.opengamma.strata.finance.TradeInfo: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.TradeInfo.Meta
builder(R) - Static method in class com.opengamma.strata.finance.UnitSecurity: Returns a builder used to create an instance, specifying the product.
builder() - Static method in class com.opengamma.strata.finance.UnitSecurity: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
builder() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
builder() - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta
builder() - Static method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
builder() - Static method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter.Meta
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter.Meta
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter.Meta
builder() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Meta
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta
builder(ShiftType) - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift: Returns a new mutable builder for building instances of CurvePointShift.
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta
builder() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Meta
builder() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Meta
builder() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
builder() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
builder() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
builder() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount: Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Builder: Restricted constructor.
Builder(SwapLegAmount) - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Builder: Restricted copy constructor.
builder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
builder() - Static method in class com.opengamma.strata.market.curve.config.CurveGroupConfig: Returns a mutable builder for building the configuration for a curve group.
builder() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta
builder() - Static method in class com.opengamma.strata.market.curve.config.CurveGroupEntry: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
builder() - Static method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
builder() - Static method in class com.opengamma.strata.market.curve.config.FraCurveNode: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
builder() - Static method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
builder() - Static method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
builder() - Static method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
builder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
builder() - Static method in class com.opengamma.strata.market.curve.CurveGroup: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
builder() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
builder() - Static method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Meta
builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
builder() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
builder() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
builder() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
builder() - Static method in class com.opengamma.strata.market.curve.ParRates: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.ParRates.Meta
builder() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta
builder() - Static method in class com.opengamma.strata.market.curve.TenorCurveNodeId: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Meta
builder() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
builder() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
builder() - Static method in class com.opengamma.strata.market.explain.ExplainMap: Returns a builder for creating the map.
builder() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
builder() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
builder() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
builder() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
builder() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId.Meta
builder() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId.Meta
builder() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId.Meta
builder() - Static method in class com.opengamma.strata.market.id.ParRatesId: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
builder() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
builder() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
builder() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
builder() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
builder() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
builder() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
builder() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
builder() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
builder() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey.Meta
builder() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey.Meta
builder() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey.Meta
builder() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
builder() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
builder() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
builder() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
builder() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities.Meta
builder() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
builder() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities.Meta
builder() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta
builder() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
builder() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
builder() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
builder() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
builder() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
builder() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
builder() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
builder() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
builder() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
builder() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
builder() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
builder() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
builder() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
builder() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
builder() - Static method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
builder() - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider: Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
builder() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
builder() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport: Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReport.Builder: Restricted constructor.
Builder(CashFlowReport) - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReport.Builder: Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
builder() - Static method in class com.opengamma.strata.report.format.FormatSettings: Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.format.FormatSettings.Builder: Restricted constructor.
Builder(FormatSettings) - Constructor for class com.opengamma.strata.report.format.FormatSettings.Builder: Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.format.FormatSettings.Meta
builder() - Static method in class com.opengamma.strata.report.ReportCalculationResults: Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.ReportCalculationResults.Builder: Restricted constructor.
Builder(ReportCalculationResults) - Constructor for class com.opengamma.strata.report.ReportCalculationResults.Builder: Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
builder() - Static method in class com.opengamma.strata.report.ReportRequirements: Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.ReportRequirements.Builder: Restricted constructor.
Builder(ReportRequirements) - Constructor for class com.opengamma.strata.report.ReportRequirements.Builder: Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
builder() - Static method in class com.opengamma.strata.report.trade.TradeReport: Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.trade.TradeReport.Builder: Restricted constructor.
Builder(TradeReport) - Constructor for class com.opengamma.strata.report.trade.TradeReport.Builder: Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
builder() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn: Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Builder: Restricted constructor.
Builder(TradeReportColumn) - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Builder: Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
builder() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate: Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplate.Builder: Restricted constructor.
Builder(TradeReportTemplate) - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplate.Builder: Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
buildInto(MutablePointSensitivities) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder: Builds the point sensitivity, adding to the specified mutable instance.
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
buildScenarioMarketData(MarketDataRequirements, BaseMarketData, ScenarioDefinition, MarketDataConfig) - Method in class com.opengamma.strata.engine.marketdata.DefaultMarketDataFactory
buildScenarioMarketData(MarketDataRequirements, BaseMarketData, ScenarioDefinition, MarketDataConfig) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataFactory: Builds the market data required for performing calculations over a portfolio for a set of scenarios.
buildSnapshot(LocalDate) - Method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder: Builds a market data snapshot from this environment.
BusinessDayAdjustment - Class in com.opengamma.strata.basics.date: An adjustment that alters a date if it falls on a day other than a business day.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder: Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta: The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.credit.Cds.Builder: Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.credit.Cds.Meta: The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Sets the businessDayAdjustment property in the builder.
businessDayAdjustment - Variable in class com.opengamma.strata.finance.credit.ExpandedCds: The business day adjustment to apply to the start and end dates.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta: The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder: Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta: The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder: Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta: The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder: Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta: The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder: Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta: The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder: Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta: The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder: Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta: The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder: Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta: The meta-property for the businessDayAdjustment property.
BusinessDayAdjustment.Builder - Class in com.opengamma.strata.basics.date: The bean-builder for BusinessDayAdjustment.
BusinessDayAdjustment.Meta - Class in com.opengamma.strata.basics.date: The meta-bean for BusinessDayAdjustment.
BusinessDayConvention - Interface in com.opengamma.strata.basics.date: A convention defining how to adjust a date if it falls on a day other than a business day.
BusinessDayConventions - Class in com.opengamma.strata.basics.date: Constants and implementations for standard business day conventions.
BuySell - Enum in com.opengamma.strata.basics: Flag indicating whether a trade is "buy" or "sell".
buySell(BuySell) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder: Sets the buySell property in the builder.
buySell() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta: The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder: Sets the buySell property in the builder.
buySell() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta: The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder: Sets the buySell property in the builder.
buySell() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta: The meta-property for the buySell property.
buySellProtection(BuySell) - Method in class com.opengamma.strata.finance.credit.Cds.Builder: Sets the buySellProtection property in the builder.
buySellProtection() - Method in class com.opengamma.strata.finance.credit.Cds.Meta: The meta-property for the buySellProtection property.
buySellProtection(BuySell) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Sets the buySellProtection property in the builder.
buySellProtection() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta: The meta-property for the buySellProtection property.

C

CA - Static variable in class com.opengamma.strata.basics.location.Country: The country 'CA' - Canada.
CAD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'CAD' - Canadian Dollar.
CADCDOR3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the CAD CDOR 3M index.
calculate(List<? extends CalculationTarget>, List<Column>, CalculationRules, BaseMarketData) - Method in interface com.opengamma.strata.engine.CalculationEngine: Calculates values of measures for a set of targets.
calculate(List<? extends CalculationTarget>, List<Column>, CalculationRules, BaseMarketData, ScenarioDefinition) - Method in interface com.opengamma.strata.engine.CalculationEngine: Calculates values of measures for a set of targets over multiple scenarios.
calculate(CalculationTasks, BaseMarketData) - Method in interface com.opengamma.strata.engine.calculations.CalculationRunner: Performs a set of calculations for a single scenario.
calculate(CalculationTasks, ScenarioMarketData) - Method in interface com.opengamma.strata.engine.calculations.CalculationRunner: Performs a set of calculations for multiple scenarios, each with a different set of market data.
calculate(CalculationTasks, BaseMarketData) - Method in class com.opengamma.strata.engine.calculations.DefaultCalculationRunner
calculate(CalculationTasks, ScenarioMarketData) - Method in class com.opengamma.strata.engine.calculations.DefaultCalculationRunner
calculate(List<? extends CalculationTarget>, List<Column>, CalculationRules, BaseMarketData) - Method in class com.opengamma.strata.engine.DefaultCalculationEngine
calculate(List<? extends CalculationTarget>, List<Column>, CalculationRules, BaseMarketData, ScenarioDefinition) - Method in class com.opengamma.strata.engine.DefaultCalculationEngine
calculateAsync(CalculationTasks, BaseMarketData, CalculationListener) - Method in interface com.opengamma.strata.engine.calculations.CalculationRunner: Asynchronously performs a set of calculations for a single scenario, invoking a listener as each calculation completes.
calculateAsync(CalculationTasks, ScenarioMarketData, CalculationListener) - Method in interface com.opengamma.strata.engine.calculations.CalculationRunner: Asynchronously performs a set of calculations for multiple scenarios, each with a different set of market data.
calculateAsync(CalculationTasks, BaseMarketData, CalculationListener) - Method in class com.opengamma.strata.engine.calculations.DefaultCalculationRunner
calculateAsync(CalculationTasks, ScenarioMarketData, CalculationListener) - Method in class com.opengamma.strata.engine.calculations.DefaultCalculationRunner
calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex: Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex: Calculates the effective date from the fixing date.
calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex: Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex: Calculates the fixing date from the effective date.
calculateFixingFromMaturity(LocalDate) - Method in interface com.opengamma.strata.basics.index.FxIndex: Calculates the fixing date from the maturity date.
calculateFixingFromMaturity(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex: Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex: Calculates the maturity date from the effective date.
calculateMaturityFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.FxIndex: Calculates the maturity date from the fixing date.
calculateMaturityFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
calculatePublicationFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Calculates the publication date from the fixing date.
calculatePublicationFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex: Calculates the publication date from the fixing date.
calculateSemiParallelGamma(NodalCurve, Currency, Function<NodalCurve, CurveCurrencyParameterSensitivity>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator: Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.
calculation(RateCalculation) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder: Sets the calculation property in the builder.
calculation() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta: The meta-property for the calculation property.
CalculationEngine - Interface in com.opengamma.strata.engine: The calculation engine is the main entry point for performing calculations.
calculationEngine() - Method in class com.opengamma.strata.function.StandardComponents: Returns a calculation engine capable of calculating the standard set of measures for the standard asset classes, using market data provided by the caller.
CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.engine.calculations.function: Supertype of all functions that calculate values of measures for a target.
CalculationListener - Interface in com.opengamma.strata.engine.calculations: Listener that is notified when calculations are performed by a CalculationRunner.
CalculationMarketData - Interface in com.opengamma.strata.engine.marketdata: A source of market data provided to an engine function and used for a calculation across multiple scenarios.
CalculationMultiFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.engine.calculations.function: A function that calculates multiple values for a target using multiple sets of market data.
CalculationRequirements - Class in com.opengamma.strata.engine.marketdata: Specifies the market data required for a calculation.
CalculationRequirements.Builder - Class in com.opengamma.strata.engine.marketdata: The bean-builder for CalculationRequirements.
CalculationRequirements.Meta - Class in com.opengamma.strata.engine.marketdata: The meta-bean for CalculationRequirements.
CalculationResult - Class in com.opengamma.strata.engine.calculations: The result of a single calculation performed by a CalculationRunner.
CalculationResult.Builder - Class in com.opengamma.strata.engine.calculations: The bean-builder for CalculationResult.
CalculationResult.Meta - Class in com.opengamma.strata.engine.calculations: The meta-bean for CalculationResult.
calculationResults(Results) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder: Sets the calculationResults property in the builder.
calculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta: The meta-property for the calculationResults property.
CalculationRules - Class in com.opengamma.strata.engine: A set of rules that define how the calculation engine should perform calculations.
CalculationRules.Builder - Class in com.opengamma.strata.engine: The bean-builder for CalculationRules.
CalculationRules.Meta - Class in com.opengamma.strata.engine: The meta-bean for CalculationRules.
CalculationRunner - Interface in com.opengamma.strata.engine.calculations: Runs a set of calculations over a portfolio and returns the results.
calculationRunner() - Method in class com.opengamma.strata.function.StandardComponents: Returns a calculation runner which uses a fixed thread pool.
calculationsComplete() - Method in class com.opengamma.strata.engine.calculations.AggregatingCalculationListener
calculationsComplete() - Method in interface com.opengamma.strata.engine.calculations.CalculationListener: Invoked when all calculations have completed.
CalculationSingleFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.engine.calculations.function: A function that calculates a value for a target using multiple sets of market data.
CalculationTarget - Interface in com.opengamma.strata.basics: The target of calculation within a system.
CalculationTask - Class in com.opengamma.strata.engine.calculations: Wraps an input and a function that calculates a value for the input.
CalculationTask(CalculationTarget, int, int, CalculationSingleFunction<? extends CalculationTarget, ?>, MarketDataMappings, ReportingRules) - Constructor for class com.opengamma.strata.engine.calculations.CalculationTask: Creates a task, based on the target, the location of the result in the results grid, the function, mappings and reporting rules.
CalculationTaskConfig - Class in com.opengamma.strata.engine.config: Configuration of a task that calculates the value of a single measure for a target.
CalculationTaskConfig.Builder - Class in com.opengamma.strata.engine.config: The bean-builder for CalculationTaskConfig.
CalculationTaskConfig.Meta - Class in com.opengamma.strata.engine.config: The meta-bean for CalculationTaskConfig.
CalculationTasks - Class in com.opengamma.strata.engine.calculations: The functions for performing a set of calculations and the market data required by the calculations.
CalculationTasks(List<CalculationTask>, List<Column>) - Constructor for class com.opengamma.strata.engine.calculations.CalculationTasks
CalculationTasksConfig - Class in com.opengamma.strata.engine.config: Configuration for a set of tasks that calculate values of measures for a set of targets.
CalculationTasksConfig.Builder - Class in com.opengamma.strata.engine.config: The bean-builder for CalculationTasksConfig.
CalculationTasksConfig.Meta - Class in com.opengamma.strata.engine.config: The meta-bean for CalculationTasksConfig.
calendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder: Sets the calendar property in the builder.
calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta: The meta-property for the calendar property.
calendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder: Sets the calendar property in the builder.
calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta: The meta-property for the calendar property.
CashFlow - Class in com.opengamma.strata.market.amount: A single cash flow of a currency amount on a specific date.
CashFlow.Meta - Class in com.opengamma.strata.market.amount: The meta-bean for CashFlow.
cashFlowEquivalent(Swap, RatesProvider) - Method in class com.opengamma.strata.pricer.calculator.CashflowEquivalentTheoreticalCalculator: Computes the cash flow equivalent of a swap.
cashFlowEquivalent(ExpandedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.calculator.CashflowEquivalentTheoreticalCalculator: Computes the cash flow equivalent of a swap.
cashFlowEquivalent(PaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.calculator.CashflowEquivalentTheoreticalCalculator: Computes the cash flow equivalent of a payment period.
CashflowEquivalentTheoreticalCalculator - Class in com.opengamma.strata.pricer.calculator: Calculator to compute the cash flow equivalent of some interest rate derivative.
CashflowEquivalentTheoreticalCalculator() - Constructor for class com.opengamma.strata.pricer.calculator.CashflowEquivalentTheoreticalCalculator
CashFlowReport - Class in com.opengamma.strata.report.cashflow: Represents a cash flow report.
CashFlowReport(CashFlowReport.Builder) - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReport: Restricted constructor.
CashFlowReport.Builder - Class in com.opengamma.strata.report.cashflow: The bean-builder for CashFlowReport.
CashFlowReport.Meta - Class in com.opengamma.strata.report.cashflow: The meta-bean for CashFlowReport.
CashFlowReportFormatter - Class in com.opengamma.strata.report.cashflow: Formatter for cash flow reports.
CashFlowReportFormatter() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
CashFlowReportRunner - Class in com.opengamma.strata.report.cashflow: Report runner for cash flow reports.
CashFlowReportRunner() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportRunner
CashFlowReportTemplate - Class in com.opengamma.strata.report.cashflow: Marker template implementation for a cash flow report.
CashFlowReportTemplate() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplate
CashFlowReportTemplateIniLoader - Class in com.opengamma.strata.report.cashflow: Loads a cash flow report template from the standard INI file format.
CashFlowReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
CashFlows - Class in com.opengamma.strata.market.amount: A collection of cash flows.
cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta: The meta-property for the cashFlows property.
cashFlows(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer: Calculates the future cash flow of the FRA product.
cashFlows(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraTradePricer: Calculates the future cash flow of the FRA trade.
cashFlows(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer: Calculates the future cash flows of the swap leg.
cashFlows(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer: Calculates the future cash flows of the swap product.
cashFlows(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer: Calculates the future cash flows of the swap trade.
CashFlows.Meta - Class in com.opengamma.strata.market.amount: The meta-bean for CashFlows.
cashSettled(boolean) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder: Sets the cashSettled property in the builder.
cashSettled() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta: The meta-property for the cashSettled property.
category(FormatCategory) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder: Sets the category property in the builder.
category() - Method in class com.opengamma.strata.report.format.FormatSettings.Meta: The meta-property for the category property.
causeType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta: The meta-property for the causeType property.
Cds - Class in com.opengamma.strata.finance.credit: A credit default swap (CDS), including single-name and index swaps.
Cds.Builder - Class in com.opengamma.strata.finance.credit: The bean-builder for Cds.
Cds.Meta - Class in com.opengamma.strata.finance.credit: The meta-bean for Cds.
CdsConvention - Interface in com.opengamma.strata.finance.credit.type: A market convention for how CDS trades are structured in different regions and currencies.
cdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta: The meta-property for the cdsConvention property.
CdsConventions - Class in com.opengamma.strata.finance.credit.type: Constants for standard CDS market conventions.
CdsCs01BucketedParFunction - Class in com.opengamma.strata.function.calculation.credit: Calculates vector CS01 of a CdsTrade for each of a set of scenarios.
CdsCs01BucketedParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01BucketedParFunction
CdsCs01ParallelParFunction - Class in com.opengamma.strata.function.calculation.credit: Calculates scalar CS01 of a CdsTrade for each of a set of scenarios.
CdsCs01ParallelParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01ParallelParFunction
CdsDatesLogic - Class in com.opengamma.strata.finance.credit: Utility for producing sets of CDS dates.
CdsFunctionGroups - Class in com.opengamma.strata.function.calculation.credit: Contains function groups for built-in CDS engine functions.
CdsIr01BucketedParFunction - Class in com.opengamma.strata.function.calculation.credit: Calculates vector IR01 of a CdsTrade for each of a set of scenarios.
CdsIr01BucketedParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01BucketedParFunction
CdsIr01ParallelParFunction - Class in com.opengamma.strata.function.calculation.credit: Calculates scalar IR01 of a CdsTrade for each of a set of scenarios.
CdsIr01ParallelParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01ParallelParFunction
CdsPricingExample - Class in com.opengamma.strata.examples.finance: Example to illustrate using the engine to price a credit default swap.
CdsPricingExample() - Constructor for class com.opengamma.strata.examples.finance.CdsPricingExample
CdsProduct - Interface in com.opengamma.strata.finance.credit: A product representing a credit default swap (CDS), including single-name and index swaps.
CdsPvFunction - Class in com.opengamma.strata.function.calculation.credit: Calculates the present value of a CdsTrade for each of a set of scenarios.
CdsPvFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsPvFunction
CdsTrade - Class in com.opengamma.strata.finance.credit: A trade in a credit default swap (CDS).
CdsTrade.Builder - Class in com.opengamma.strata.finance.credit: The bean-builder for CdsTrade.
CdsTrade.Meta - Class in com.opengamma.strata.finance.credit: The meta-bean for CdsTrade.
CdsTradeExample - Class in com.opengamma.strata.examples.finance: An example application showing how to load the example portfolio from the classpath as well as build an equivalent portfolio using the Strata API.
CdsTradeExample() - Constructor for class com.opengamma.strata.examples.finance.CdsTradeExample
CH - Static variable in class com.opengamma.strata.basics.location.Country: The country 'CH' - Switzerland.
CH_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices: The consumer price index for Switzerland, "Non-revised Consumer Price Index".
CheckedBiConsumer<T,U> - Interface in com.opengamma.strata.collect.function: A checked version of BiConsumer.
CheckedBiFunction<T,U,R> - Interface in com.opengamma.strata.collect.function: A checked version of BiFunction.
CheckedBinaryOperator<T> - Interface in com.opengamma.strata.collect.function: A checked version of BinaryOperator.
CheckedBiPredicate<T,U> - Interface in com.opengamma.strata.collect.function: A checked version of BiPredicate.
CheckedConsumer<T> - Interface in com.opengamma.strata.collect.function: A checked version of Consumer.
CheckedFunction<T,R> - Interface in com.opengamma.strata.collect.function: A checked version of Function.
CheckedPredicate<T> - Interface in com.opengamma.strata.collect.function: A checked version of Predicate.
CheckedRunnable - Interface in com.opengamma.strata.collect.function: A checked version of Runnable.
CheckedSupplier<R> - Interface in com.opengamma.strata.collect.function: A checked version of Supplier.
CheckedUnaryOperator<T> - Interface in com.opengamma.strata.collect.function: A checked version of UnaryOperator.
CHF - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'EUR' - Swiss Franc.
CHF_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month LIBOR index for CHF.
CHF_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month LIBOR index for CHF.
CHF_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week LIBOR index for CHF.
CHF_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month LIBOR index for CHF.
CHF_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month LIBOR index for CHF.
CHF_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month LIBOR index for CHF.
CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The TOIS index for CHF.
CHF_TOIS - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the EUR EONIA index.
CHFLIBOR12M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the GBP LIBOR 12M index.
CHFLIBOR1M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the GBP LIBOR 1M index.
CHFLIBOR3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the GBP LIBOR 3M index.
CHFLIBOR6M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the GBP LIBOR 6M index.
CHZU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars: The holiday calendar for Zurich, Switzerland, with code 'EUTA'.
CL - Static variable in class com.opengamma.strata.basics.location.Country: The country 'CL' - Chile.
CLASSPATH_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator: The prefix for classpath resource locators.
cloned() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
cloned() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
cloned() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
cloned() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
cloned() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder: Clones the point sensitivity builder.
cloned() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
cloned() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
closeListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder: Closes the currently open list.
CLP - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'CLP' - Chilean Peso.
CN - Static variable in class com.opengamma.strata.basics.location.Country: The country 'CN' - China.
CNY - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'CNY' - Chinese Yuan.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.IborRateObservation
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.finance.rate.RateObservation: Collects all the indices referred to by this observation.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.finance.rate.swap.PaymentPeriod: Collects all the indices referred to by this period.
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.finance.rate.swap.RateCalculation: Collects all the indices referred to by this calculation.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg: Collects all the indices referred to by this leg.
collector() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Returns a collector that can be used to create a multi-currency amount from a stream of amounts.
collector() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Returns a collector that can be used to create a time-series from a stream of points.
Column - Class in com.opengamma.strata.engine: Defines a column in a set of calculation results.
Column.Builder - Class in com.opengamma.strata.engine: The bean-builder for Column.
Column.Meta - Class in com.opengamma.strata.engine: The meta-bean for Column.
columnCount(int) - Method in class com.opengamma.strata.engine.calculations.Results.Builder: Sets the columnCount property in the builder.
columnCount() - Method in class com.opengamma.strata.engine.calculations.Results.Meta: The meta-property for the columnCount property.
ColumnDefinition - Interface in com.opengamma.strata.engine: A column definition specifies the name of the column and the measure displayed in the column for each target.
columnHeaders(String...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder: Sets the columnHeaders property in the builder.
columnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta: The meta-property for the columnHeaders property.
columnHeaders(String...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder: Sets the columnHeaders property in the builder.
columnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta: The meta-property for the columnHeaders property.
columnIndex(int) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder: Sets the columnIndex property in the builder.
columnIndex() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta: The meta-property for the columnIndex property.
columnIndex(int) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder: Sets the columnIndex property in the builder.
columnIndex() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta: The meta-property for the columnIndex property.
columnKeys(List<ExplainKey<?>>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder: Sets the columnKeys property in the builder.
columnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta: The meta-property for the columnKeys property.
ColumnName - Class in com.opengamma.strata.engine: The name of a column in the grid of calculation results.
columns(List<Column>) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder: Sets the columns property in the builder.
columns(Column...) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder: Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta: The meta-property for the columns property.
columns(List<Column>) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder: Sets the columns property in the builder.
columns(Column...) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder: Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta: The meta-property for the columns property.
columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder: Sets the columns property in the builder.
columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder: Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta: The meta-property for the columns property.
columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder: Sets the columns property in the builder.
columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder: Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta: The meta-property for the columns property.
com.opengamma.strata.basics - package com.opengamma.strata.basics: Basic tools to work with financial markets.
com.opengamma.strata.basics.currency - package com.opengamma.strata.basics.currency: Representations of currency and money.
com.opengamma.strata.basics.date - package com.opengamma.strata.basics.date: Basic financial tools for working with dates.
com.opengamma.strata.basics.index - package com.opengamma.strata.basics.index: Entity objects describing common market indexes, such as LIBOR and FED FUND.
com.opengamma.strata.basics.interpolator - package com.opengamma.strata.basics.interpolator: Types for interpolating between existing values in a set of data.
com.opengamma.strata.basics.location - package com.opengamma.strata.basics.location: Representations of a geographic location.
com.opengamma.strata.basics.market - package com.opengamma.strata.basics.market: Basic types for modelling the market and market data.
com.opengamma.strata.basics.schedule - package com.opengamma.strata.basics.schedule: Basic financial tools for working with date-based schedules.
com.opengamma.strata.basics.value - package com.opengamma.strata.basics.value: Basic financial tools for working with values.
com.opengamma.strata.collect - package com.opengamma.strata.collect: Root package for common data structures used by OpenGamma.
com.opengamma.strata.collect.function - package com.opengamma.strata.collect.function: Additional functional interfaces not supplied by Java SE 8.
com.opengamma.strata.collect.id - package com.opengamma.strata.collect.id: Identifier and link data structures.
com.opengamma.strata.collect.io - package com.opengamma.strata.collect.io: Provides utilities for the management of input and output.
com.opengamma.strata.collect.named - package com.opengamma.strata.collect.named: Named data structures.
com.opengamma.strata.collect.range - package com.opengamma.strata.collect.range: Range data structures.
com.opengamma.strata.collect.result - package com.opengamma.strata.collect.result: Result data structures.
com.opengamma.strata.collect.timeseries - package com.opengamma.strata.collect.timeseries: Time-series data structures.
com.opengamma.strata.collect.tuple - package com.opengamma.strata.collect.tuple: Tuple data structures.
com.opengamma.strata.collect.type - package com.opengamma.strata.collect.type: Data structures for types.
com.opengamma.strata.engine - package com.opengamma.strata.engine: Engine API.
com.opengamma.strata.engine.calculations - package com.opengamma.strata.engine.calculations: Types used by the calculation engine for performing calculations.
com.opengamma.strata.engine.calculations.function - package com.opengamma.strata.engine.calculations.function: Contains the interfaces implemented by functions that perform calculations in the calculation engine.
com.opengamma.strata.engine.calculations.function.result - package com.opengamma.strata.engine.calculations.function.result: Types which are used as return values from CalculationFunction implementations.
com.opengamma.strata.engine.config - package com.opengamma.strata.engine.config: Configuration types for the calculation engine.
com.opengamma.strata.engine.config.pricing - package com.opengamma.strata.engine.config.pricing: Configuration types for specifying how calculations should be performed.
com.opengamma.strata.engine.marketdata - package com.opengamma.strata.engine.marketdata: Market data containers used by the calculation engine.
com.opengamma.strata.engine.marketdata.config - package com.opengamma.strata.engine.marketdata.config: Configuration that specifies how market data values should be built by the market data functions.
com.opengamma.strata.engine.marketdata.functions - package com.opengamma.strata.engine.marketdata.functions: Contains the MarketDataBuilder interface and its implementations which are used to build the market data used in calculations.
com.opengamma.strata.engine.marketdata.mapping - package com.opengamma.strata.engine.marketdata.mapping: Types for converting market data keys to market data IDs.
com.opengamma.strata.engine.marketdata.scenarios - package com.opengamma.strata.engine.marketdata.scenarios: Types that define scenarios which allow perturbations to be applied to market data.
com.opengamma.strata.engine.marketdata.scenarios.curves - package com.opengamma.strata.engine.marketdata.scenarios.curves: Types defining market data filter and perturbation implementations that apply to curves.
com.opengamma.strata.examples.basics - package com.opengamma.strata.examples.basics
com.opengamma.strata.examples.data - package com.opengamma.strata.examples.data
com.opengamma.strata.examples.engine - package com.opengamma.strata.examples.engine
com.opengamma.strata.examples.finance - package com.opengamma.strata.examples.finance
com.opengamma.strata.examples.marketdata - package com.opengamma.strata.examples.marketdata
com.opengamma.strata.examples.marketdata.credit.markit - package com.opengamma.strata.examples.marketdata.credit.markit
com.opengamma.strata.examples.marketdata.curve - package com.opengamma.strata.examples.marketdata.curve
com.opengamma.strata.examples.marketdata.timeseries - package com.opengamma.strata.examples.marketdata.timeseries
com.opengamma.strata.examples.report - package com.opengamma.strata.examples.report
com.opengamma.strata.finance - package com.opengamma.strata.finance: Entity objects describing the domain of finance.
com.opengamma.strata.finance.common - package com.opengamma.strata.finance.common
com.opengamma.strata.finance.credit - package com.opengamma.strata.finance.credit: Entity objects describing a credit default swap (CDS).
com.opengamma.strata.finance.credit.type - package com.opengamma.strata.finance.credit.type
com.opengamma.strata.finance.equity - package com.opengamma.strata.finance.equity
com.opengamma.strata.finance.future - package com.opengamma.strata.finance.future
com.opengamma.strata.finance.fx - package com.opengamma.strata.finance.fx
com.opengamma.strata.finance.rate - package com.opengamma.strata.finance.rate: Entity objects describing the rate-based financial instruments.
com.opengamma.strata.finance.rate.deposit - package com.opengamma.strata.finance.rate.deposit
com.opengamma.strata.finance.rate.fra - package com.opengamma.strata.finance.rate.fra: Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.finance.rate.future - package com.opengamma.strata.finance.rate.future: Entity objects describing futures contracts.
com.opengamma.strata.finance.rate.swap - package com.opengamma.strata.finance.rate.swap: Entity objects describing a swap.
com.opengamma.strata.finance.rate.swap.type - package com.opengamma.strata.finance.rate.swap.type
com.opengamma.strata.finance.rate.swaption - package com.opengamma.strata.finance.rate.swaption
com.opengamma.strata.function - package com.opengamma.strata.function
com.opengamma.strata.function.calculation - package com.opengamma.strata.function.calculation
com.opengamma.strata.function.calculation.credit - package com.opengamma.strata.function.calculation.credit
com.opengamma.strata.function.calculation.future - package com.opengamma.strata.function.calculation.future
com.opengamma.strata.function.calculation.rate - package com.opengamma.strata.function.calculation.rate
com.opengamma.strata.function.calculation.rate.swap - package com.opengamma.strata.function.calculation.rate.swap
com.opengamma.strata.function.fx - package com.opengamma.strata.function.fx
com.opengamma.strata.function.interpolator - package com.opengamma.strata.function.interpolator: Interpolators for interpolating in one and two dimensions.
com.opengamma.strata.function.marketdata.curve - package com.opengamma.strata.function.marketdata.curve: Market data functions used for building curves and related market data types.
com.opengamma.strata.function.marketdata.mapping - package com.opengamma.strata.function.marketdata.mapping
com.opengamma.strata.function.marketdata.scenarios.curves - package com.opengamma.strata.function.marketdata.scenarios.curves: Market data filters and perturbations that apply to curves and related market data types.
com.opengamma.strata.function.rate.deposit - package com.opengamma.strata.function.rate.deposit
com.opengamma.strata.function.rate.fra - package com.opengamma.strata.function.rate.fra
com.opengamma.strata.function.rate.swap - package com.opengamma.strata.function.rate.swap
com.opengamma.strata.market.amount - package com.opengamma.strata.market.amount: Defines representations of amounts typically used as result types.
com.opengamma.strata.market.curve - package com.opengamma.strata.market.curve: Definitions of curves.
com.opengamma.strata.market.curve.config - package com.opengamma.strata.market.curve.config: Definitions of curve configuration.
com.opengamma.strata.market.explain - package com.opengamma.strata.market.explain
com.opengamma.strata.market.id - package com.opengamma.strata.market.id: Package containing IDs that identify items of market data.
com.opengamma.strata.market.key - package com.opengamma.strata.market.key: Package containing keys that identify items or market data.
com.opengamma.strata.market.sensitivity - package com.opengamma.strata.market.sensitivity: Entity objects for sensitivities.
com.opengamma.strata.market.value - package com.opengamma.strata.market.value
com.opengamma.strata.pricer - package com.opengamma.strata.pricer: Pricer API.
com.opengamma.strata.pricer.calculator - package com.opengamma.strata.pricer.calculator
com.opengamma.strata.pricer.credit - package com.opengamma.strata.pricer.credit
com.opengamma.strata.pricer.dataset - package com.opengamma.strata.pricer.dataset
com.opengamma.strata.pricer.fx - package com.opengamma.strata.pricer.fx
com.opengamma.strata.pricer.impl - package com.opengamma.strata.pricer.impl: Implementations of the pricer API.
com.opengamma.strata.pricer.impl.rate - package com.opengamma.strata.pricer.impl.rate: Implementations of the rate pricer API.
com.opengamma.strata.pricer.impl.rate.swap - package com.opengamma.strata.pricer.impl.rate.swap: Implementations of the rate swap pricer API.
com.opengamma.strata.pricer.provider - package com.opengamma.strata.pricer.provider
com.opengamma.strata.pricer.rate - package com.opengamma.strata.pricer.rate: Rate pricer API.
com.opengamma.strata.pricer.rate.deposit - package com.opengamma.strata.pricer.rate.deposit
com.opengamma.strata.pricer.rate.fra - package com.opengamma.strata.pricer.rate.fra: Forward rate agreement pricer API.
com.opengamma.strata.pricer.rate.future - package com.opengamma.strata.pricer.rate.future: Futures pricer API.
com.opengamma.strata.pricer.rate.swap - package com.opengamma.strata.pricer.rate.swap: Swap pricer API.
com.opengamma.strata.pricer.rate.swaption - package com.opengamma.strata.pricer.rate.swaption
com.opengamma.strata.pricer.sensitivity - package com.opengamma.strata.pricer.sensitivity: Calculators for sensitivities.
com.opengamma.strata.report - package com.opengamma.strata.report
com.opengamma.strata.report.cashflow - package com.opengamma.strata.report.cashflow
com.opengamma.strata.report.format - package com.opengamma.strata.report.format
com.opengamma.strata.report.result - package com.opengamma.strata.report.result
com.opengamma.strata.report.trade - package com.opengamma.strata.report.trade
combine(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath: Combines two arrays, returning an array where each element is the combination of the two matching inputs.
combine(Iterable<? extends Result<T>>, Function<Stream<T>, R>) - Static method in class com.opengamma.strata.collect.result.Result: Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes wrapping the result in a success result.
combine(List<MarketDataRequirements>) - Static method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements: Merges multiple sets of requirements into a single set.
combineByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath: Combines two arrays, returning an array where each element is the sum of the two matching inputs.
combineByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath: Combines two arrays, returning an array where each element is the multiplication of the two matching inputs.
COMBINED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The combined rate, including weighting.
combinedWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet: Combines this property set with another.
combinedWith(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlows: Combines this cash flows instance with another cash flow.
combinedWith(CashFlows) - Method in class com.opengamma.strata.market.amount.CashFlows: Combines this cash flows instance with another one.
combinedWith(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: Combines this parameter sensitivities with another instance.
combinedWith(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: Combines this parameter sensitivities with another instance.
combinedWith(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities: Combines this parameter sensitivities with another instance.
combinedWith(CurveUnitParameterSensitivities) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities: Combines this parameter sensitivities with another instance.
combinedWith(PointSensitivityBuilder) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
combinedWith(PointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities: Combines this point sensitivities with another instance.
combinedWith(PointSensitivityBuilder) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder: Combines this sensitivity with another instance.
combineLenient(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath: Combines two arrays, returning an array where each element is the combination of the two matching inputs.
combineWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Combines this holiday calendar with another.
combineWith(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
combineWith(Result, BiFunction<T, U, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result: Combines this result with another result.
combineWith(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Deprecated.
comp01 - Static variable in class com.opengamma.strata.examples.finance.CdsTradeExample
comp02 - Static variable in class com.opengamma.strata.examples.finance.CdsTradeExample
compareExcludingSensitivity(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity: Compares two sensitivity objects, excluding the parameter sensitivity values.
compareExcludingSensitivity(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity: Compares two sensitivity objects, excluding the parameter sensitivity values.
compareExcludingSensitivity(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
compareExcludingSensitivity(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
compareExcludingSensitivity(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
compareExcludingSensitivity(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
compareExcludingSensitivity(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
compareExcludingSensitivity(PointSensitivity) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity: Compares two sensitivities, excluding the point sensitivity value.
compareExcludingSensitivity(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
compareExcludingSensitivity(PointSensitivity) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
compareTo(Currency) - Method in class com.opengamma.strata.basics.currency.Currency: Compares this currency to another.
compareTo(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Compares this currency amount to another.
compareTo(Country) - Method in class com.opengamma.strata.basics.location.Country: Compares this country to another.
compareTo(SchedulePeriod) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Compares this period to another by unadjusted start date, then unadjusted end date.
compareTo(StandardId) - Method in class com.opengamma.strata.collect.id.StandardId: Compares the external identifiers, sorting alphabetically by scheme followed by value.
compareTo(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint: Compares this point to another.
compareTo(DoublesPair) - Method in class com.opengamma.strata.collect.tuple.DoublesPair: Compares the pair based on the first element followed by the second element.
compareTo(IntDoublePair) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair: Compares the pair based on the first element followed by the second element.
compareTo(LongDoublePair) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair: Compares the pair based on the first element followed by the second element.
compareTo(ObjectDoublePair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair: Compares the pair based on the first element followed by the second element.
compareTo(Pair<A, B>) - Method in class com.opengamma.strata.collect.tuple.Pair: Compares the pair based on the first element followed by the second element.
compareTo(Triple<A, B, C>) - Method in class com.opengamma.strata.collect.tuple.Triple: Compares the triple based on the first element followed by the second element followed by the third element.
compareTo(T) - Method in class com.opengamma.strata.collect.type.TypedString: Compares this type to another.
compareTo(LoadedCurveNode) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode: Compares this node to another by date.
compareTo(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlow: Compares this cash flow to another, first by date, then value.
completionStage() - Method in class com.opengamma.strata.engine.calculations.AggregatingCalculationListener: A completion stage providing asynchronous notification when the aggregate result of the calculations is available.
composedWith(MarketDataRules) - Method in interface com.opengamma.strata.engine.config.MarketDataRules: Returns a set of rules that return mappings from this rule if available, otherwise returning mappings from the other rule.
composedWith(PricingRules) - Method in interface com.opengamma.strata.engine.config.pricing.PricingRules: Returns a set of rules that return function configuration from this rule if available, otherwise returning configuration from the other rule.
composedWith(ReportingRules) - Method in interface com.opengamma.strata.engine.config.ReportingRules: Returns a rule that returns a currency from this rule if available, otherwise returning one from the other rule.
COMPOUNDING - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The method of compounding.
CompoundingMethod - Enum in com.opengamma.strata.finance.rate.swap: A convention defining how to compound interest.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder: Sets the compoundingMethod property in the builder.
compoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta: The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder: Sets the compoundingMethod property in the builder.
compoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta: The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder: Sets the compoundingMethod property in the builder.
compoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta: The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder: Sets the compoundingMethod property in the builder.
compoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta: The meta-property for the compoundingMethod property.
configs() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig.Meta: The meta-property for the configs property.
ConfiguredFunctionGroup - Class in com.opengamma.strata.engine.config.pricing: A container for a function group and a set of constructor arguments used when building function instances.
configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.engine.config.pricing.FunctionGroup: Returns the set of measures configured for a calculation target.
configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.engine.config.pricing.PricingRule: Returns the set of measures configured for a calculation target.
configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.engine.config.pricing.PricingRules: Returns the set of measures that are configured for a calculation target.
ConstantNodalCurve - Class in com.opengamma.strata.market.curve: A curve based on a single constant value.
ConstantNodalCurve.Meta - Class in com.opengamma.strata.market.curve: The meta-bean for ConstantNodalCurve.
consumer(CheckedConsumer<T>) - Static method in class com.opengamma.strata.collect.Unchecked: Converts checked exceptions to unchecked based on the Consumer interface.
contains(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Checks if the currency pair contains the supplied currency as either its base or counter.
contains(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Checks if this multi-amount contains an amount for the specified currency.
contains(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Checks if this period contains the specified date.
contains(String) - Method in class com.opengamma.strata.collect.io.IniFile: Checks if this INI file contains the specified section.
contains(String) - Method in class com.opengamma.strata.collect.io.PropertySet: Checks if this property set contains the specified key.
contains(LocalDate) - Method in class com.opengamma.strata.collect.range.LocalDateRange: Checks if this range contains the specified date.
containsDate(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Checks if this time-series contains a value for the specified date.
containsTimeSeries(ObservableId) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
containsTimeSeries(ObservableId) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup: Checks if this set of data contains a time series for the specified market data ID.
containsTimeSeries(ObservableId) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData: Returns true if this set of data contains a time series for the specified market data ID.
containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup: Checks if this set of data contains a value for the specified ID and it is of the expected type.
containsValues(Set<? extends MarketDataId<?>>) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup: Checks if this set of data contains values for all the specified IDs with the expected types.
containsValues(MarketDataId<?>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData: Returns true if this set of data contains value for the specified ID.
convention(BusinessDayConvention) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder: Sets the convention property in the builder.
convention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta: The meta-property for the convention property.
Convention - Interface in com.opengamma.strata.finance: A market convention.
convention(IborFixingDepositConvention) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder: Sets the convention property in the builder.
convention() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta: The meta-property for the convention property.
convention(TermDepositConvention) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder: Sets the convention property in the builder.
convention() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta: The meta-property for the convention property.
convention(FraConvention) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder: Sets the convention property in the builder.
convention() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta: The meta-property for the convention property.
convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder: Sets the convention property in the builder.
convention() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta: The meta-property for the convention property.
convention(IborIborSwapConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder: Sets the convention property in the builder.
convention() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta: The meta-property for the convention property.
convert(CurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix: Converts a CurrencyAmount into an amount in the specified currency using the rates in this matrix.
convert(MultiCurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix: Converts a MultipleCurrencyAmount into an amount in the specified currency using the rates in this matrix.
convert(double, Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate: Converts an amount in a currency to an amount in a different currency using this rate.
convert(String) - Method in class com.opengamma.strata.examples.report.JodaBeanParameterConverter
convert(String) - Method in class com.opengamma.strata.examples.report.LocalDateParameterConverter
convert(String) - Method in class com.opengamma.strata.examples.report.ReportOutputFormatParameterConverter
convert(String) - Method in class com.opengamma.strata.examples.report.ReportTemplateParameterConverter
convertedTo(Currency, double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Converts this amount to an equivalent amount the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Converts this amount to an equivalent amount the specified currency.
convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.basics.currency.FxConvertible: Converts this instance to an equivalent amount the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Converts this amount to an equivalent amount the specified currency.
convertedTo(Currency, CalculationMarketData) - Method in interface com.opengamma.strata.engine.calculations.function.CurrencyConvertible: Returns a copy of the object with any currency amounts converted into the reporting currency.
convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.LegAmounts
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: Converts the sensitivities in this instance to an equivalent in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity: Converts this sensitivity to an equivalent in the specified currency.
COP - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'COP' - Colombian Peso.
counterCurrencyAmount() - Method in class com.opengamma.strata.finance.fx.Fx.Meta: The meta-property for the counterCurrencyAmount property.
counterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta: The meta-property for the counterCurrencyDiscountFactors property.
counterCurrencyPayment() - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta: The meta-property for the counterCurrencyPayment property.
counterparty(StandardId) - Method in class com.opengamma.strata.finance.TradeInfo.Builder: Sets the counterparty property in the builder.
counterparty() - Method in class com.opengamma.strata.finance.TradeInfo.Meta: The meta-property for the counterparty property.
countFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result: Counts how many of the results are failures.
countFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result: Counts how many of the results are failures.
Country - Class in com.opengamma.strata.basics.location: A country or territory.
coupon(double) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Sets the coupon property in the builder.
coupon - Variable in class com.opengamma.strata.finance.credit.ExpandedCds: The coupon used to calculate fee payments.
coupon() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta: The meta-property for the coupon property.
coupon(double) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder: Sets the coupon property in the builder.
coupon() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta: The meta-property for the coupon property.
couponEquivalent(SwapLeg, RatesProvider, double) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer: Calculates the coupon equivalent of a swap leg.
create() - Static method in class com.opengamma.strata.examples.engine.ExampleEngine: Creates a calculation engine instance configured for use in the examples environment.
create() - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder: Returns an empty builder with a market data feed of MarketDataFeed.NONE.
create(MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder: Returns an empty builder with the specified market data feed.
createAdjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Creates the list of adjusted dates in the schedule.
createAggregateResult() - Method in class com.opengamma.strata.engine.calculations.AggregatingCalculationListener: Invoked to create the aggregate result when the individual calculations are complete.
createCalculationConfig(List<? extends CalculationTarget>, List<Column>, PricingRules, MarketDataRules, ReportingRules) - Method in interface com.opengamma.strata.engine.calculations.CalculationRunner: Creates configuration for a set of calculations.
createCalculationConfig(List<? extends CalculationTarget>, List<Column>, PricingRules, MarketDataRules, ReportingRules) - Method in class com.opengamma.strata.engine.calculations.DefaultCalculationRunner
createCalculationTasks(CalculationTasksConfig) - Method in interface com.opengamma.strata.engine.calculations.CalculationRunner: Creates a set of calculations for calculating a set of measures for a set of targets.
createCalculationTasks(CalculationTasksConfig) - Method in class com.opengamma.strata.engine.calculations.DefaultCalculationRunner
createFunction() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig: Returns the function instance that performs the calculation.
createFunction(Map<String, Object>) - Method in class com.opengamma.strata.engine.config.FunctionConfig: Returns a function instance created using the specified constructor arguments.
createFunction() - Method in class com.opengamma.strata.engine.config.FunctionConfig: Returns a function instance created using the constructor arguments from the configuration.
createSchedule() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Creates the schedule from the definition.
createSchedule(Schedule) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule: Creates the payment schedule based on the accrual schedule.
createSchedule(SchedulePeriod, RollConvention) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule: Creates the reset schedule based on the accrual schedule.
createUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Creates the list of unadjusted dates in the schedule.
creditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta: The meta-property for the creditCurvePoints property.
CS01_BUCKETED_HAZARD - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the (vector) PV change to a series of 1 bps shifts in hazard rates at each curve node.
CS01_BUCKETED_PAR - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the (vector) PV change to a series of 1 bps shifts in par credit rates at each curve node.
CS01_PARALLEL_HAZARD - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the (scalar) PV change to a 1 bps shift in hazard rates of calibrated curve.
CS01_PARALLEL_PAR - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the (scalar) PV change to a 1 bps shift in par credit spread rates.
cs01BucketedPar(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer: Calculates the vector PV change to a series of 1 basis point shifts in par credit spread rates at each curve node.
cs01ParallelPar(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer: Calculates the scalar PV change to a 1 basis point shift in par credit spread rates.
CsvFile - Class in com.opengamma.strata.examples.marketdata: A CSV file.
Currency - Class in com.opengamma.strata.basics.currency: A unit of currency.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.equity.Equity.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.equity.Equity.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta: The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder: Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta: The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta: The meta-property for the currency property.
CurrencyAmount - Class in com.opengamma.strata.basics.currency: An amount of a currency.
CurrencyAmountTokenEvaluator - Class in com.opengamma.strata.report.result: Evaluates a token against a currency amount.
CurrencyAmountTokenEvaluator() - Constructor for class com.opengamma.strata.report.result.CurrencyAmountTokenEvaluator
CurrencyAmountValueFormatter - Class in com.opengamma.strata.report.format: Formatter for currency amounts.
CurrencyAmountValueFormatter() - Constructor for class com.opengamma.strata.report.format.CurrencyAmountValueFormatter
CurrencyAwareCalculationMultiFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.engine.calculations.function: A function that calculates multiple values for a target using multiple sets of market data.
CurrencyAwareCalculationSingleFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.engine.calculations.function: A function that calculates currency values for a target using multiple sets of market data.
CurrencyConvertible<R> - Interface in com.opengamma.strata.engine.calculations.function: Interface for objects containing currency amounts that can be automatically converted to a different currency by the calculation engine for reporting purposes.
currencyExposure(FxProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxProductPricer: Computes the currency exposure by discounting each payment in its own currency.
currencyExposure(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer: Calculates the currency exposure of the FX swap product.
CurrencyPair - Class in com.opengamma.strata.basics.currency: An ordered pair of currencies, such as 'EUR/USD'.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder: Sets the currencyPair property in the builder.
currencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta: The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta: The meta-property for the currencyPair property.
CurrencyValuesArray - Class in com.opengamma.strata.engine.calculations.function.result: An array of currency values in one currency representing the result of the same calculation performed for multiple scenarios.
CurrencyValuesArray.Builder - Class in com.opengamma.strata.engine.calculations.function.result: The bean-builder for CurrencyValuesArray.
CurrencyValuesArray.Meta - Class in com.opengamma.strata.engine.calculations.function.result: The meta-bean for CurrencyValuesArray.
Curve - Interface in com.opengamma.strata.market.curve: A curve that maps a double x-value to a double y-value.
curve() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta: The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta: The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta: The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta: The meta-property for the curve property.
curve(YieldAndDiscountCurve) - Static method in class com.opengamma.strata.pricer.impl.Legacy: Converts a legacy curve to a new curve.
curve(YieldAndDiscountCurve, CurveMetadata) - Static method in class com.opengamma.strata.pricer.impl.Legacy: Converts a legacy curve to a new curve.
CurveConfig - Interface in com.opengamma.strata.market.curve.config: Configuration specifying how to calibrate a curve.
curveConfig(CurveConfig) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder: Sets the curveConfig property in the builder.
curveConfig() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta: The meta-property for the curveConfig property.
curveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta: The meta-property for the curveConvention property.
curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta: The meta-property for the curveCurrency property.
CurveCurrencyParameterSensitivities - Class in com.opengamma.strata.market.sensitivity: Currency-based parameter sensitivity for a collection of curves.
CurveCurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity: The meta-bean for CurveCurrencyParameterSensitivities.
CurveCurrencyParameterSensitivitiesTokenEvaluator - Class in com.opengamma.strata.report.result: Evaluates a token against curve currency parameter sensitivities.
CurveCurrencyParameterSensitivitiesTokenEvaluator() - Constructor for class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivitiesTokenEvaluator
CurveCurrencyParameterSensitivity - Class in com.opengamma.strata.market.sensitivity: Parameter sensitivity for a single curve.
CurveCurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity: The meta-bean for CurveCurrencyParameterSensitivity.
CurveCurrencyParameterSensitivityTokenEvaluator - Class in com.opengamma.strata.report.result: Token evaluator for curve currency parameter sensitivity.
CurveCurrencyParameterSensitivityTokenEvaluator() - Constructor for class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivityTokenEvaluator
CurveCurrencyParameterSensitivityValueFormatter - Class in com.opengamma.strata.report.format: Formatter for curve currency parameter sensitivity.
CurveCurrencyParameterSensitivityValueFormatter() - Constructor for class com.opengamma.strata.report.format.CurveCurrencyParameterSensitivityValueFormatter
curveDate() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta: The meta-property for the curveDate property.
CurveExtrapolator - Interface in com.opengamma.strata.basics.interpolator: Interface for extrapolators which extrapolate beyond the ends of a curve.
CurveExtrapolators - Class in com.opengamma.strata.function.interpolator: The standard set of curve extrapolators.
CurveGammaCalculator - Class in com.opengamma.strata.pricer.sensitivity: Computes the cross-gamma and related figures to the rate curves parameters for rates provider.
CurveGammaCalculator(FiniteDifferenceType, double) - Constructor for class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator: Create an instance of the finite difference calculator.
curveGroup() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta: The meta-property for the curveGroup property.
curveGroup() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta: The meta-property for the curveGroup property.
curveGroup(CurveGroupName) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder: Adds a mapping that sets the curve group used to look up curves.
CurveGroup - Class in com.opengamma.strata.market.curve: Simple wrapper class holding the results of a multicurve calibration.
CurveGroup.Builder - Class in com.opengamma.strata.market.curve: The bean-builder for CurveGroup.
CurveGroup.Meta - Class in com.opengamma.strata.market.curve: The meta-bean for CurveGroup.
CurveGroupConfig - Class in com.opengamma.strata.market.curve.config: Configuration for calibrating a group of related curves.
CurveGroupConfig.Meta - Class in com.opengamma.strata.market.curve.config: The meta-bean for CurveGroupConfig.
CurveGroupConfigBuilder - Class in com.opengamma.strata.market.curve.config: A mutable builder for creating instances of CurveGroupConfig.
CurveGroupConfigBuilder() - Constructor for class com.opengamma.strata.market.curve.config.CurveGroupConfigBuilder
CurveGroupEntry - Class in com.opengamma.strata.market.curve.config: An item in the configuration for a curve group, containing the configuration for a curve and the market data keys identifying how the curve is used.
CurveGroupEntry.Builder - Class in com.opengamma.strata.market.curve.config: The bean-builder for CurveGroupEntry.
CurveGroupEntry.Meta - Class in com.opengamma.strata.market.curve.config: The meta-bean for CurveGroupEntry.
CurveGroupId - Class in com.opengamma.strata.market.id: Market data ID identifying a group of curves that are built together.
CurveGroupId.Meta - Class in com.opengamma.strata.market.id: The meta-bean for CurveGroupId.
CurveGroupMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve: Market data function that builds a CurveGroup.
CurveGroupMarketDataFunction(RootFinderConfig) - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction: Creates a new function for building curve groups that delegates to curveBuilder to perform calibration.
curveGroupName(CurveGroupName) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder: Sets the curveGroupName property in the builder.
curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta: The meta-property for the curveGroupName property.
curveGroupName(CurveGroupName) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder: Sets the curveGroupName property in the builder.
curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta: The meta-property for the curveGroupName property.
curveGroupName(CurveGroupName) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder: Sets the curveGroupName property in the builder.
curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta: The meta-property for the curveGroupName property.
CurveGroupName - Class in com.opengamma.strata.market.curve: The name of a curve group.
curveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta: The meta-property for the curveGroupName property.
curveGroupName(CurveGroupName) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder: Sets the curveGroupName property in the builder.
curveGroupName() - Method in class com.opengamma.strata.market.id.ParRatesId.Meta: The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta: The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta: The meta-property for the curveGroupName property.
CurveId - Interface in com.opengamma.strata.market.id: Market data ID identifying a curve.
CurveInterpolator - Interface in com.opengamma.strata.basics.interpolator: Interface for interpolators that interpolate between points on a curve.
CurveInterpolators - Class in com.opengamma.strata.function.interpolator: The standard set of curve interpolators.
CurveKey - Interface in com.opengamma.strata.market.key: A market data key identifying a yield curve.
CurveMetadata - Interface in com.opengamma.strata.market.curve: Metadata about a curve and curve parameters.
curveMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParRates.Builder: Sets the curveMetadata property in the builder.
curveMetadata() - Method in class com.opengamma.strata.market.curve.ParRates.Meta: The meta-property for the curveMetadata property.
curveName() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta: The meta-property for the curveName property.
curveName() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta: The meta-property for the curveName property.
curveName(CurveName) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder: Sets the curveName property in the builder.
curveName() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Meta: The meta-property for the curveName property.
CurveName - Class in com.opengamma.strata.market.curve: The name of a curve.
curveName(CurveName) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder: Sets the curveName property in the builder.
curveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta: The meta-property for the curveName property.
curveName(CurveName) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder: Sets the curveName property in the builder.
curveName() - Method in class com.opengamma.strata.market.id.ParRatesId.Meta: The meta-property for the curveName property.
CurveNameFilter - Class in com.opengamma.strata.function.marketdata.scenarios.curves: A market data filter which matches a curve by name.
CurveNameFilter.Builder - Class in com.opengamma.strata.function.marketdata.scenarios.curves: The bean-builder for CurveNameFilter.
CurveNameFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves: The meta-bean for CurveNameFilter.
CurveNode - Interface in com.opengamma.strata.market.curve.config: A node in the configuration specifying how to calibrate a curve.
CurveNodeId - Interface in com.opengamma.strata.market.curve: Marker interface for types that can identify curve nodes.
CurveParallelShift - Class in com.opengamma.strata.function.marketdata.scenarios.curves: Perturbation which applies a parallel shift to a curve.
CurveParallelShift.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves: The meta-bean for CurveParallelShift.
CurveParameterMetadata - Interface in com.opengamma.strata.market.curve: Information about a parameter underlying a curve.
curveParameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.market.value.DiscountFactors: Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(FxIndexSensitivity) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
curveParameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
curveParameterSensitivity(OvernightRateSensitivity) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
curveParameterSensitivity(InflationRateSensitivity) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
curveParameterSensitivity(FxIndexSensitivity) - Method in interface com.opengamma.strata.market.value.FxIndexRates: Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(IborRateSensitivity) - Method in interface com.opengamma.strata.market.value.IborIndexRates: Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(OvernightRateSensitivity) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates: Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(InflationRateSensitivity) - Method in interface com.opengamma.strata.market.value.PriceIndexValues: Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
curveParameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.AbstractRatesProvider
curveParameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider: Computes the parameter sensitivity.
CurvePointShift - Class in com.opengamma.strata.function.marketdata.scenarios.curves: A perturbation that applies different shifts to specific points on a curve.
CurvePointShift.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves: The meta-bean for CurvePointShift.
CurvePointShiftBuilder - Class in com.opengamma.strata.function.marketdata.scenarios.curves: Mutable builder for building instances of CurvePointShift.
CurveRateIndexFilter - Class in com.opengamma.strata.function.marketdata.scenarios.curves: A market data filter matching a curve for a rate index.
CurveRateIndexFilter.Builder - Class in com.opengamma.strata.function.marketdata.scenarios.curves: The bean-builder for CurveRateIndexFilter.
CurveRateIndexFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves: The meta-bean for CurveRateIndexFilter.
CurveScenarioExample - Class in com.opengamma.strata.examples.finance: Example to illustrate using the scenario framework to apply shifts to calibrated curves.
CurveScenarioExample() - Constructor for class com.opengamma.strata.examples.finance.CurveScenarioExample
CurveUnitParameterSensitivities - Class in com.opengamma.strata.market.sensitivity: Unit parameter sensitivity for a collection of curves.
CurveUnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity: The meta-bean for CurveUnitParameterSensitivities.
CurveUnitParameterSensitivity - Class in com.opengamma.strata.market.sensitivity: Unit parameter sensitivity for a single curve.
CurveUnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity: The meta-bean for CurveUnitParameterSensitivity.
CZ - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'CZ' - Czech Republic.
CZK - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'CZK' - Czeck Krona.

D

data(MarketDataKey<T>) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
data(Class<T>) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
data(MarketDataKey<T>) - Method in interface com.opengamma.strata.pricer.BaseProvider: Gets market data of a specific type.
data(MarketDataKey<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
data(Class<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
data(Class<T>) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider: Gets additional market data of a specific type.
data(Object[][]) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder: Sets the data property in the builder.
data() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta: The meta-property for the data property.
data(Result<?>[][]) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder: Sets the data property in the builder.
data() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta: The meta-property for the data property.
date(LocalDate) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder: Sets the date property in the builder.
date() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta: The meta-property for the date property.
date() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta: The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta: The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta: The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta: The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta: The meta-property for the date property.
DateAdjuster - Interface in com.opengamma.strata.basics.date: Functional interface that can adjust a date.
DateAdjusters - Class in com.opengamma.strata.basics.date: Date adjusters that perform useful operations on LocalDate.
dates() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Returns a stream over the dates of this time-series.
DAY_1 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day1' roll convention which adjusts the date to day-of-month 1.
DAY_10 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day10' roll convention which adjusts the date to day-of-month 10.
DAY_11 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day11' roll convention which adjusts the date to day-of-month 11.
DAY_12 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day12' roll convention which adjusts the date to day-of-month 12.
DAY_13 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day13' roll convention which adjusts the date to day-of-month 13
DAY_14 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day14' roll convention which adjusts the date to day-of-month 14.
DAY_15 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day15' roll convention which adjusts the date to day-of-month 15.
DAY_16 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day16' roll convention which adjusts the date to day-of-month 16.
DAY_17 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day17' roll convention which adjusts the date to day-of-month 17.
DAY_18 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day18' roll convention which adjusts the date to day-of-month 18.
DAY_19 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day19' roll convention which adjusts the date to day-of-month 19.
DAY_2 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day2' roll convention which adjusts the date to day-of-month 2.
DAY_20 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day20' roll convention which adjusts the date to day-of-month 20.
DAY_21 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day21' roll convention which adjusts the date to day-of-month 21.
DAY_22 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day22' roll convention which adjusts the date to day-of-month 22.
DAY_23 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day23' roll convention which adjusts the date to day-of-month 23.
DAY_24 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day24' roll convention which adjusts the date to day-of-month 24.
DAY_25 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day25' roll convention which adjusts the date to day-of-month 25.
DAY_26 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day26' roll convention which adjusts the date to day-of-month 26.
DAY_27 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day27' roll convention which adjusts the date to day-of-month 27.
DAY_28 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day28' roll convention which adjusts the date to day-of-month 28.
DAY_29 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day29' roll convention which adjusts the date to day-of-month 29.
DAY_3 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day3' roll convention which adjusts the date to day-of-month 3.
DAY_30 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day30' roll convention which adjusts the date to day-of-month 30.
DAY_4 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day4' roll convention which adjusts the date to day-of-month 4.
DAY_5 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day5' roll convention which adjusts the date to day-of-month 5.
DAY_6 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day6' roll convention which adjusts the date to day-of-month 6.
DAY_7 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day7' roll convention which adjusts the date to day-of-month 7.
DAY_8 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day8' roll convention which adjusts the date to day-of-month 8.
DAY_9 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'Day9' roll convention which adjusts the date to day-of-month 9.
DAY_FRI - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'DayFri' roll convention which adjusts the date to be Friday.
DAY_MON - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'DayMon' roll convention which adjusts the date to be Monday.
DAY_SAT - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'DaySat' roll convention which adjusts the date to be Saturday.
DAY_SUN - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'DaySun' roll convention which adjusts the date to be Sunday.
DAY_THU - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'DayThu' roll convention which adjusts the date to be Thursday.
DAY_TUE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'DayTue' roll convention which adjusts the date to be Tuesday.
DAY_WED - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'DayWed' roll convention which adjusts the date to be Wednesday.
DayCount - Interface in com.opengamma.strata.basics.date: A convention defining how to calculate fractions of a year.
dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Static method in class com.opengamma.strata.pricer.impl.Legacy: Converts a day count to the equivalent legacy day count.
dayCount(DayCount) - Static method in class com.opengamma.strata.pricer.impl.Legacy: Converts a legacy day count object to the new object.
dayCount() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta: The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder: Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta: The meta-property for the dayCount property.
DayCount.ScheduleInfo - Interface in com.opengamma.strata.basics.date: Information about the schedule necessary to calculate the day count.
DayCounts - Class in com.opengamma.strata.basics.date: Constants and implementations for standard day count conventions.
days(int) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder: Sets the days property in the builder.
days() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta: The meta-property for the days property.
DaysAdjustment - Class in com.opengamma.strata.basics.date: An adjustment that alters a date by adding a period of days.
DaysAdjustment.Builder - Class in com.opengamma.strata.basics.date: The bean-builder for DaysAdjustment.
DaysAdjustment.Meta - Class in com.opengamma.strata.basics.date: The meta-bean for DaysAdjustment.
daysBetween(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Calculates the number of business days between two dates.
daysBetween(LocalDateRange) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Calculates the number of business days in a date range.
DE - Static variable in class com.opengamma.strata.basics.location.Country: The country 'DE' - Germany.
decimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta: The meta-property for the decimalPlaces property.
DEFAULT - Static variable in class com.opengamma.strata.pricer.calculator.CashflowEquivalentTheoreticalCalculator: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsPricer: Default implementation
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxNonDeliverableForwardProductPricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxPaymentPricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxProductPricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateObservationFn: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.DispatchingRateObservationFn: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateObservationFn: Default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateObservationFn: Default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardIborRateObservationFn: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateObservationFn: Default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateObservationFn: Default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateObservationFn: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateObservationFn: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingFxResetNotionalExchangePricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingNotionalExchangePricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingRatePaymentPeriodPricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentEventPricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentPeriodPricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.deposit.DiscountingIborFixingDepositProductPricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.deposit.DiscountingTermDepositProductPricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.fra.DiscountingFraTradePricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureProductPricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedTradePricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionProductPricerBeta: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionTradePricerBeta: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator: Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator: Default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator: Default implementation.
DEFAULT_ABSOLUTE_TOLERANCE - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig: The default absolute tolerance for the root finder.
DEFAULT_MAXIMUM_STEPS - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig: The default maximum number of steps for the root finder.
DEFAULT_RELATIVE_TOLERANCE - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig: The default relative tolerance for the root finder.
DefaultCalculationEngine - Class in com.opengamma.strata.engine: Default implementation of a calculation engine.
DefaultCalculationEngine(CalculationRunner, MarketDataFactory, LinkResolver) - Constructor for class com.opengamma.strata.engine.DefaultCalculationEngine: Creates an instance, specifying the runner, market data factory and link resolver.
DefaultCalculationMarketData - Class in com.opengamma.strata.engine.marketdata: A source of market data used for a calculation across multiple scenarios.
DefaultCalculationMarketData(ScenarioMarketData, MarketDataMappings) - Constructor for class com.opengamma.strata.engine.marketdata.DefaultCalculationMarketData: Creates a new set of market data.
DefaultCalculationRunner - Class in com.opengamma.strata.engine.calculations: The default calculation runner implementation.
DefaultCalculationRunner(ExecutorService) - Constructor for class com.opengamma.strata.engine.calculations.DefaultCalculationRunner
DefaultCurveMetadata - Class in com.opengamma.strata.market.curve: Default metadata for a curve.
DefaultCurveMetadata.Builder - Class in com.opengamma.strata.market.curve: The bean-builder for DefaultCurveMetadata.
DefaultCurveMetadata.Meta - Class in com.opengamma.strata.market.curve: The meta-bean for DefaultCurveMetadata.
DefaultFunctionGroup<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config.pricing: The default implementation of FunctionGroup.
DefaultFunctionGroup.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config.pricing: The meta-bean for DefaultFunctionGroup.
DefaultFunctionGroupBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config.pricing: A mutable builder for building instances of DefaultFunctionGroup.
DefaultMarketDataFactory - Class in com.opengamma.strata.engine.marketdata: Co-ordinates building of market data.
DefaultMarketDataFactory(TimeSeriesProvider, ObservableMarketDataFunction, FeedIdMapping, MarketDataFunction<?, ?>...) - Constructor for class com.opengamma.strata.engine.marketdata.DefaultMarketDataFactory: Creates a new factory.
DefaultMarketDataFactory(TimeSeriesProvider, ObservableMarketDataFunction, FeedIdMapping, List<MarketDataFunction<?, ?>>) - Constructor for class com.opengamma.strata.engine.marketdata.DefaultMarketDataFactory: Creates a new factory.
DefaultMarketDataMappings - Class in com.opengamma.strata.engine.marketdata.mapping: Market data mappings specify which market data from the global set of data should be used for a particular calculation.
DefaultMarketDataMappings.Builder - Class in com.opengamma.strata.engine.marketdata.mapping: The bean-builder for DefaultMarketDataMappings.
DefaultMarketDataMappings.Meta - Class in com.opengamma.strata.engine.marketdata.mapping: The meta-bean for DefaultMarketDataMappings.
DefaultMarketDataRule - Class in com.opengamma.strata.engine.config: A MarketDataRule implementation which matches a target based on its type.
DefaultMarketDataRule.Meta - Class in com.opengamma.strata.engine.config: The meta-bean for DefaultMarketDataRule.
DefaultMarketDataRules - Class in com.opengamma.strata.engine.config: The default implementation of MarketDataRules containing a list of MarketDataRule instances.
DefaultMarketDataRules.Builder - Class in com.opengamma.strata.engine.config: The bean-builder for DefaultMarketDataRules.
DefaultMarketDataRules.Meta - Class in com.opengamma.strata.engine.config: The meta-bean for DefaultMarketDataRules.
DefaultPricingRules - Class in com.opengamma.strata.engine.config.pricing: Default implementation of PricingRules that contains a list of PricingRule instances.
DefaultPricingRules.Builder - Class in com.opengamma.strata.engine.config.pricing: The bean-builder for DefaultPricingRules.
DefaultPricingRules.Meta - Class in com.opengamma.strata.engine.config.pricing: The meta-bean for DefaultPricingRules.
defaultReportingCurrency(T) - Method in interface com.opengamma.strata.engine.calculations.function.CalculationFunction: Returns the default reporting currency for the result of performing the calculation for the target if there is a sensible default.
defaultReportingCurrency(CdsTrade) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction: Returns the currency of the trade.
defaultReportingCurrency(GenericFutureTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
defaultReportingCurrency(GenericFutureOptionTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
defaultReportingCurrency(SwapTrade) - Method in class com.opengamma.strata.function.calculation.rate.swap.AbstractSwapFunction: Returns the currency of the first leg.
defaultReportingCurrency(FxTrade) - Method in class com.opengamma.strata.function.fx.AbstractFxForwardFunction: Returns the base currency of the market convention pair of the trade currencies.
defaultReportingCurrency(FxNonDeliverableForwardTrade) - Method in class com.opengamma.strata.function.fx.AbstractFxNonDeliverableForwardFunction: Returns the base currency of the market convention currency pair of the trade currencies.
defaultReportingCurrency(FxSwapTrade) - Method in class com.opengamma.strata.function.fx.AbstractFxSwapFunction: Returns the base currency of the market convention pair of the near leg currencies.
defaultReportingCurrency(TermDepositTrade) - Method in class com.opengamma.strata.function.rate.deposit.AbstractTermDepositFunction: Returns the currency of the trade.
defaultReportingCurrency(FraTrade) - Method in class com.opengamma.strata.function.rate.fra.AbstractFraFunction: Returns the currency of the FRA.
defaultReportingCurrency(SwapTrade) - Method in class com.opengamma.strata.function.rate.swap.SwapAccruedInterestFunction: Returns the currency of the first leg of the swap.
defaultReportingCurrency(SwapTrade) - Method in class com.opengamma.strata.function.rate.swap.SwapLegNotionalFunction: Returns the currency of the first leg of the swap.
defaults() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig: Returns default root finder configuration, using the DEFAULT constants from this class.
DefaultScenarioResult<T> - Class in com.opengamma.strata.engine.calculations.function.result: A container for multiple results produced by performing a single calculation across multiple scenarios.
DefaultScenarioResult.Builder<T> - Class in com.opengamma.strata.engine.calculations.function.result: The bean-builder for DefaultScenarioResult.
DefaultScenarioResult.Meta<T> - Class in com.opengamma.strata.engine.calculations.function.result: The meta-bean for DefaultScenarioResult.
DefaultSingleCalculationMarketData - Class in com.opengamma.strata.engine.calculations: The default implementation of SingleCalculationMarketData.
DefaultSingleCalculationMarketData(CalculationMarketData, int) - Constructor for class com.opengamma.strata.engine.calculations.DefaultSingleCalculationMarketData: Creates a set of market data that uses the data of the scenario at the specified index.
defaultToString() - Static method in interface com.opengamma.strata.report.format.ValueFormatter: Gets a formatter which returns the value of the object's toString() method.
definition(ColumnDefinition) - Method in class com.opengamma.strata.engine.Column.Builder: Sets the definition property in the builder.
definition() - Method in class com.opengamma.strata.engine.Column.Meta: The meta-property for the definition property.
deltaStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer: Calculates the delta of the Ibor future option product.
deltaStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer: Calculates the delta of the Ibor future option product based on the price of the underlying future.
depositPeriod(Period) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder: Sets the depositPeriod property in the builder.
depositPeriod() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta: The meta-property for the depositPeriod property.
depositPeriod(Period) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder: Sets the depositPeriod property in the builder.
depositPeriod() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta: The meta-property for the depositPeriod property.
deserialize(String) - Static method in class com.opengamma.strata.examples.finance.CdsTradeExample
DirectoryMarketDataBuilder - Class in com.opengamma.strata.examples.marketdata: Loads market data from the standard directory structure on disk.
DirectoryMarketDataBuilder(Path) - Constructor for class com.opengamma.strata.examples.marketdata.DirectoryMarketDataBuilder: Constructs an instance.
DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The discount factor, typically derived from a curve.
DiscountCurveId - Class in com.opengamma.strata.market.id: Market data ID identifying the discounting curve for a currency.
DiscountCurveId.Meta - Class in com.opengamma.strata.market.id: The meta-bean for DiscountCurveId.
DiscountCurveKey - Class in com.opengamma.strata.market.key: Market data key identifying the discount curve for a currency.
DiscountCurveKey.Meta - Class in com.opengamma.strata.market.key: The meta-bean for DiscountCurveKey.
discountCurves(Map<Currency, Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder: Sets the discountCurves property in the builder.
discountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta: The meta-property for the discountCurves property.
discountCurves(MulticurveProviderDiscount) - Static method in class com.opengamma.strata.pricer.impl.Legacy: Converts a multicurve to a map of currency to curve.
discountCurves(Map<Currency, Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder: Sets the discountCurves property in the builder.
discountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta: The meta-property for the discountCurves property.
discountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta: The meta-property for the discountFactor property.
discountFactor(LocalDate) - Method in interface com.opengamma.strata.market.value.DiscountFactors: Gets the discount factor.
discountFactor(LocalDate) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
discountFactor(LocalDate) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
discountFactor(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.BaseProvider: Gets the discount factor applicable for a currency.
discountFactors(Currency) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
discountFactors(Currency) - Static method in class com.opengamma.strata.market.key.MarketDataKeys: Returns a market data key for discount factors.
DiscountFactors - Interface in com.opengamma.strata.market.value: Provides access to discount factors for a single currency.
discountFactors() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta: The meta-property for the discountFactors property.
discountFactors() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta: The meta-property for the discountFactors property.
discountFactors(Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider: Gets the discount factors for a currency.
discountFactors(Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
DiscountFactorsKey - Class in com.opengamma.strata.market.key: Market data key identifying the discount factors for a currency.
DiscountFactorsKey.Meta - Class in com.opengamma.strata.market.key: The meta-bean for DiscountFactorsKey.
DiscountFxIndexRates - Class in com.opengamma.strata.market.value: Provides access to discount factors for a currency.
DiscountFxIndexRates.Meta - Class in com.opengamma.strata.market.value: The meta-bean for DiscountFxIndexRates.
DiscountIborIndexRates - Class in com.opengamma.strata.market.value: An Ibor index curve providing rates from discount factors.
DiscountIborIndexRates.Meta - Class in com.opengamma.strata.market.value: The meta-bean for DiscountIborIndexRates.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder: Sets the discounting property in the builder.
discounting() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta: The meta-property for the discounting property.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder: Sets the discounting property in the builder.
discounting() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta: The meta-property for the discounting property.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder: Sets the discounting property in the builder.
discounting() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta: The meta-property for the discounting property.
discounting() - Static method in class com.opengamma.strata.function.calculation.credit.CdsFunctionGroups: Obtains the function group providing all built-in measures on FRA trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.rate.fra.FraFunctionGroups: Obtains the function group providing all built-in measures on FRA trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.rate.swap.SwapFunctionGroups: Obtains the function group providing all built-in measures on swap trades, using the standard discounting calculation method.
discountingCurrency(Currency) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder: Sets the discountingCurrency property in the builder.
discountingCurrency() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta: The meta-property for the discountingCurrency property.
DiscountingCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping: Market data mapping that accepts a DiscountCurveKey and returns a DiscountCurveId with the name of the curve group that is the source of the curve.
DiscountingCurveMapping.Builder - Class in com.opengamma.strata.function.marketdata.mapping: The bean-builder for DiscountingCurveMapping.
DiscountingCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping: The meta-bean for DiscountingCurveMapping.
DiscountingCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve: Market data function that builds a Curve representing the discounting curve for a currency.
DiscountingCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.DiscountingCurveMarketDataFunction
DiscountingFraProductPricer - Class in com.opengamma.strata.pricer.rate.fra: Pricer for for forward rate agreement (FRA) products.
DiscountingFraProductPricer(RateObservationFn<RateObservation>) - Constructor for class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer: Creates an instance.
DiscountingFraTradePricer - Class in com.opengamma.strata.pricer.rate.fra: Pricer for for forward rate agreement (FRA) trades.
DiscountingFraTradePricer(DiscountingFraProductPricer) - Constructor for class com.opengamma.strata.pricer.rate.fra.DiscountingFraTradePricer: Creates an instance.
DiscountingFxNonDeliverableForwardProductPricer - Class in com.opengamma.strata.pricer.fx: Pricer for FX non-deliverable forward (NDF) products.
DiscountingFxNonDeliverableForwardProductPricer() - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxNonDeliverableForwardProductPricer: Creates an instance.
DiscountingFxPaymentPricer - Class in com.opengamma.strata.pricer.fx: Pricer for simple payments.
DiscountingFxPaymentPricer() - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxPaymentPricer: Creates an instance.
DiscountingFxProductPricer - Class in com.opengamma.strata.pricer.fx: Pricer for foreign exchange transaction products.
DiscountingFxProductPricer(DiscountingFxPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxProductPricer: Creates an instance.
DiscountingFxResetNotionalExchangePricer - Class in com.opengamma.strata.pricer.impl.rate.swap: Pricer implementation for the exchange of FX reset notionals.
DiscountingFxResetNotionalExchangePricer() - Constructor for class com.opengamma.strata.pricer.impl.rate.swap.DiscountingFxResetNotionalExchangePricer: Creates an instance.
DiscountingFxSwapProductPricer - Class in com.opengamma.strata.pricer.fx: Pricer for foreign exchange swap transaction products.
DiscountingFxSwapProductPricer(DiscountingFxProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer: Creates an instance.
DiscountingIborFixingDepositProductPricer - Class in com.opengamma.strata.pricer.rate.deposit: The methods associated to the pricing of Ibor fixing deposit by discounting.
DiscountingIborFixingDepositProductPricer(ForwardIborRateObservationFn) - Constructor for class com.opengamma.strata.pricer.rate.deposit.DiscountingIborFixingDepositProductPricer: Creates an instance.
DiscountingIborFutureProductPricer - Class in com.opengamma.strata.pricer.rate.future: Pricer for for Ibor future products.
DiscountingIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureProductPricer: Creates an instance.
DiscountingIborFutureTradePricer - Class in com.opengamma.strata.pricer.rate.future: Pricer implementation for Ibor future trades.
DiscountingIborFutureTradePricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer: Creates an instance.
DiscountingNotionalExchangePricer - Class in com.opengamma.strata.pricer.impl.rate.swap: Pricer implementation for the exchange of notionals.
DiscountingNotionalExchangePricer() - Constructor for class com.opengamma.strata.pricer.impl.rate.swap.DiscountingNotionalExchangePricer: Creates an instance.
DiscountingRatePaymentPeriodPricer - Class in com.opengamma.strata.pricer.impl.rate.swap: Pricer implementation for swap payment periods based on a rate.
DiscountingRatePaymentPeriodPricer(RateObservationFn<RateObservation>) - Constructor for class com.opengamma.strata.pricer.impl.rate.swap.DiscountingRatePaymentPeriodPricer: Creates an instance.
DiscountingSwapLegPricer - Class in com.opengamma.strata.pricer.rate.swap: Pricer for for rate swap legs.
DiscountingSwapLegPricer(PaymentPeriodPricer<PaymentPeriod>, PaymentEventPricer<PaymentEvent>) - Constructor for class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer: Creates an instance.
DiscountingSwapProductPricer - Class in com.opengamma.strata.pricer.rate.swap: Pricer for for rate swap products.
DiscountingSwapProductPricer(DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer: Creates an instance.
DiscountingSwapTradePricer - Class in com.opengamma.strata.pricer.rate.swap: Pricer for for rate swap trades.
DiscountingSwapTradePricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer: Creates an instance.
DiscountingTermDepositProductPricer - Class in com.opengamma.strata.pricer.rate.deposit: The methods associated to the pricing of term deposit by discounting.
DiscountingTermDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.rate.deposit.DiscountingTermDepositProductPricer: Creates an instance.
DiscountOvernightIndexRates - Class in com.opengamma.strata.market.value: An Overnight index curve providing rates from discount factors.
DiscountOvernightIndexRates.Meta - Class in com.opengamma.strata.market.value: The meta-bean for DiscountOvernightIndexRates.
DispatchingPaymentEventPricer - Class in com.opengamma.strata.pricer.impl.rate.swap: Pricer implementation for payment events using multiple dispatch.
DispatchingPaymentEventPricer(PaymentEventPricer<NotionalExchange>, PaymentEventPricer<FxResetNotionalExchange>) - Constructor for class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentEventPricer: Creates an instance.
DispatchingPaymentPeriodPricer - Class in com.opengamma.strata.pricer.impl.rate.swap: Pricer implementation for payment periods using multiple dispatch.
DispatchingPaymentPeriodPricer(PaymentPeriodPricer<RatePaymentPeriod>) - Constructor for class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentPeriodPricer: Creates an instance.
DispatchingRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate: Rate observation implementation using multiple dispatch.
DispatchingRateObservationFn(RateObservationFn<IborRateObservation>, RateObservationFn<IborInterpolatedRateObservation>, RateObservationFn<IborAveragedRateObservation>, RateObservationFn<OvernightCompoundedRateObservation>, RateObservationFn<OvernightAveragedRateObservation>, RateObservationFn<InflationMonthlyRateObservation>, RateObservationFn<InflationInterpolatedRateObservation>) - Constructor for class com.opengamma.strata.pricer.impl.rate.DispatchingRateObservationFn: Creates an instance.
DK - Static variable in class com.opengamma.strata.basics.location.Country: The country 'DK' - Denmark.
DKK - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'DKK' - Danish Krone.
DKKCIBOR3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the DKK CIBOR 3M index.
DKKCIBOR6M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the DKK CIBOR 6M index.
DOUBLE_QUADRATIC - Static variable in class com.opengamma.strata.function.interpolator.CurveInterpolators: Double quadratic interpolator.
DoubleArrayMath - Class in com.opengamma.strata.collect: Contains utility methods for maths on double arrays.
DoublesPair - Class in com.opengamma.strata.collect.tuple: An immutable pair consisting of two double elements.
DoublesPair.Meta - Class in com.opengamma.strata.collect.tuple: The meta-bean for DoublesPair.
DoubleValueFormatter - Class in com.opengamma.strata.report.format: Formatter for double amounts.
DoubleValueFormatter() - Constructor for class com.opengamma.strata.report.format.DoubleValueFormatter

E

ECB_EUR_CHF - Static variable in class com.opengamma.strata.basics.index.FxIndices: The FX index for conversion from EUR to CHF, as defined by the European Central Bank "Euro foreign exchange reference rates".
ECB_EUR_GBP - Static variable in class com.opengamma.strata.basics.index.FxIndices: The FX index for conversion from EUR to GBP, as defined by the European Central Bank "Euro foreign exchange reference rates".
ECB_EUR_JPY - Static variable in class com.opengamma.strata.basics.index.FxIndices: The FX index for conversion from EUR to JPY, as defined by the European Central Bank "Euro foreign exchange reference rates".
ECB_EUR_USD - Static variable in class com.opengamma.strata.basics.index.FxIndices: The FX index for conversion from EUR to USD, as defined by the European Central Bank "Euro foreign exchange reference rates".
effectiveDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder: Sets the effectiveDateOffset property in the builder.
effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta: The meta-property for the effectiveDateOffset property.
effectiveDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder: Sets the effectiveDateOffset property in the builder.
effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta: The meta-property for the effectiveDateOffset property.
EG - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'EG' - Egypt.
EGP - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'EGP' - Egyptian Pound.
elements() - Method in class com.opengamma.strata.collect.tuple.DoublesPair: Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair: Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair: Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair: Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.Pair: Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.Triple: Gets the elements from this triple as a list.
elements() - Method in interface com.opengamma.strata.collect.tuple.Tuple: Gets the elements from this tuple as a list.
empty() - Static method in class com.opengamma.strata.basics.currency.FxMatrix: Obtains an empty FX matrix.
empty() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Obtains an empty MultiCurrencyAmount.
empty() - Static method in class com.opengamma.strata.collect.io.PropertySet: Obtains an empty property set.
empty() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Returns an empty time-series.
empty() - Static method in interface com.opengamma.strata.engine.config.MarketDataRules: Returns an empty set of rules.
empty() - Static method in interface com.opengamma.strata.engine.config.pricing.PricingRules: Returns an empty set of rules.
empty() - Static method in interface com.opengamma.strata.engine.config.ReportingRules: Returns an empty set of rules.
empty(LocalDate) - Static method in class com.opengamma.strata.engine.marketdata.BaseMarketData: Returns an empty set of market data with the specified valuation date.
empty() - Static method in class com.opengamma.strata.engine.marketdata.CalculationRequirements: Returns an empty set of requirements.
empty() - Static method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig: Returns an empty set of market data configuration.
empty() - Static method in interface com.opengamma.strata.engine.marketdata.mapping.MarketDataMappings: Returns an empty set of market data mappings containing no mappers.
empty() - Static method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements: Returns a set of requirements specifying that no market data is required.
EMPTY - Static variable in class com.opengamma.strata.finance.TradeInfo: An empty instance of TradeInfo.
empty() - Static method in interface com.opengamma.strata.market.curve.CurveParameterMetadata: Gets an empty metadata instance.
empty() - Static method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: An empty sensitivity instance.
empty() - Static method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities: An empty sensitivity instance.
empty() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities: An empty sensitivity instance.
EMPTY_DOUBLE_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath: An empty double array.
EMPTY_DOUBLE_OBJECT_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath: An empty Double array.
EmptyTimeSeriesProvider - Class in com.opengamma.strata.engine.marketdata.functions: Implementation of a time-series provider which always returns missing data failures.
EmptyTimeSeriesProvider() - Constructor for class com.opengamma.strata.engine.marketdata.functions.EmptyTimeSeriesProvider
encloses(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange: Checks if this range contains all dates in the specified range.
END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The accrual end date, adjusted to be a valid business day if necessary.
endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder: Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta: The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder: Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta: The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.credit.Cds.Builder: Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.credit.Cds.Meta: The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Sets the endDate property in the builder.
endDate - Variable in class com.opengamma.strata.finance.credit.ExpandedCds: The date that the contract expires and protection ends.
endDate() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta: The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder: Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta: The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder: Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta: The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder: Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta: The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder: Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta: The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder: Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta: The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder: Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta: The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder: Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta: The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder: Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta: The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder: Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta: The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta: The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta: The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta: The meta-property for the endDate property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder: Sets the endDateBusinessDayAdjustment property in the builder.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta: The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder: Sets the endDateBusinessDayAdjustment property in the builder.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta: The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder: Sets the endDateBusinessDayAdjustment property in the builder.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta: The meta-property for the endDateBusinessDayAdjustment property.
endDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta: The meta-property for the endDatePoints property.
endExclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta: The meta-property for the endExclusive property.
entries() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta: The meta-property for the entries property.
entriesToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix: Creates a Collector that allows a Map.Entry of currency pair to rate to be streamed and collected into a new FxMatrix.
entriesToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable map from a stream containing map entries.
ENTRY_INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The index of this entry within the parent.
ENTRY_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The type of this entry.
EOM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'EOM' roll convention which adjusts the date to the end of the month.
equals(Object) - Method in class com.opengamma.strata.basics.currency.Currency: Checks if this currency equals another currency.
equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Checks if this currency amount equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Checks if this currency pair equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.FxMatrix
equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRate
equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
equals(Object) - Method in class com.opengamma.strata.basics.date.AdjustableDate
equals(Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
equals(Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
equals(Object) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
equals(Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
equals(Object) - Method in class com.opengamma.strata.basics.date.Tenor: Checks if this tenor equals another tenor.
equals(Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
equals(Object) - Method in class com.opengamma.strata.basics.location.Country: Checks if this country equals another country.
equals(Object) - Method in class com.opengamma.strata.basics.market.FxRateId
equals(Object) - Method in class com.opengamma.strata.basics.market.FxRateKey
equals(Object) - Method in class com.opengamma.strata.basics.schedule.Frequency: Checks if this periodic frequency equals another periodic frequency.
equals(Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
equals(Object) - Method in class com.opengamma.strata.basics.schedule.Schedule
equals(Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
equals(Object) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStep
equals(Object) - Method in class com.opengamma.strata.collect.id.StandardId: Checks if this identifier equals another, comparing the scheme and value.
equals(Object) - Method in class com.opengamma.strata.collect.id.StandardLink
equals(Object) - Method in class com.opengamma.strata.collect.io.IniFile: Checks if this INI file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.PropertiesFile: Checks if this file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.PropertySet: Checks if this property set equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.ResourceLocator: Checks if this locator equals another locator.
equals(Object) - Method in class com.opengamma.strata.collect.range.LocalDateRange: Checks if this range equals another.
equals(Object) - Method in class com.opengamma.strata.collect.result.Failure
equals(Object) - Method in class com.opengamma.strata.collect.result.FailureItem
equals(Object) - Method in class com.opengamma.strata.collect.result.Result
equals(Object) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint: Checks if this point is equal to another point.
equals(Object) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
equals(Object) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
equals(Object) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
equals(Object) - Method in class com.opengamma.strata.collect.tuple.Pair
equals(Object) - Method in class com.opengamma.strata.collect.tuple.Triple
equals(Object) - Method in class com.opengamma.strata.collect.type.TypedString: Checks if this type equals another.
equals(Object) - Method in class com.opengamma.strata.engine.CalculationRules
equals(Object) - Method in class com.opengamma.strata.engine.calculations.CalculationResult
equals(Object) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
equals(Object) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
equals(Object) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
equals(Object) - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
equals(Object) - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
equals(Object) - Method in class com.opengamma.strata.engine.calculations.Results
equals(Object) - Method in class com.opengamma.strata.engine.Column
equals(Object) - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
equals(Object) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
equals(Object) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
equals(Object) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
equals(Object) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
equals(Object) - Method in class com.opengamma.strata.engine.config.FunctionConfig
equals(Object) - Method in class com.opengamma.strata.engine.config.pricing.ConfiguredFunctionGroup
equals(Object) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
equals(Object) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
equals(Object) - Method in class com.opengamma.strata.engine.config.pricing.PricingRule
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.Observables
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
equals(Object) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
equals(Object) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
equals(Object) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
equals(Object) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
equals(Object) - Method in class com.opengamma.strata.examples.report.TradePortfolio
equals(Object) - Method in class com.opengamma.strata.finance.credit.Cds
equals(Object) - Method in class com.opengamma.strata.finance.credit.CdsTrade
equals(Object) - Method in class com.opengamma.strata.finance.credit.ExpandedCds
equals(Object) - Method in class com.opengamma.strata.finance.credit.FeeLeg
equals(Object) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
equals(Object) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
equals(Object) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
equals(Object) - Method in class com.opengamma.strata.finance.credit.SinglePayment
equals(Object) - Method in class com.opengamma.strata.finance.equity.Equity
equals(Object) - Method in class com.opengamma.strata.finance.equity.EquityFuture
equals(Object) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
equals(Object) - Method in class com.opengamma.strata.finance.equity.EquityTrade
equals(Object) - Method in class com.opengamma.strata.finance.future.GenericFuture
equals(Object) - Method in class com.opengamma.strata.finance.future.GenericFutureOption
equals(Object) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
equals(Object) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
equals(Object) - Method in class com.opengamma.strata.finance.fx.ExpandedFx
equals(Object) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
equals(Object) - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
equals(Object) - Method in class com.opengamma.strata.finance.fx.Fx
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxPayment
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxSwap
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxTrade
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
equals(Object) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
equals(Object) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
equals(Object) - Method in class com.opengamma.strata.finance.rate.fra.Fra
equals(Object) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
equals(Object) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
equals(Object) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
equals(Object) - Method in class com.opengamma.strata.finance.rate.future.IborFuture
equals(Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
equals(Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
equals(Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
equals(Object) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
equals(Object) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
equals(Object) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
equals(Object) - Method in class com.opengamma.strata.finance.rate.IborRateObservation
equals(Object) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
equals(Object) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
equals(Object) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
equals(Object) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.FxReset
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.Swap
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
equals(Object) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
equals(Object) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
equals(Object) - Method in class com.opengamma.strata.finance.SecurityLink
equals(Object) - Method in class com.opengamma.strata.finance.TradeInfo
equals(Object) - Method in class com.opengamma.strata.finance.UnitSecurity
equals(Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlow
equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlows
equals(Object) - Method in class com.opengamma.strata.market.amount.LegAmounts
equals(Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
equals(Object) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
equals(Object) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
equals(Object) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
equals(Object) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
equals(Object) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
equals(Object) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
equals(Object) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveGroup
equals(Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
equals(Object) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
equals(Object) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
equals(Object) - Method in class com.opengamma.strata.market.curve.ParRates
equals(Object) - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
equals(Object) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId
equals(Object) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
equals(Object) - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
equals(Object) - Method in class com.opengamma.strata.market.explain.ExplainMap
equals(Object) - Method in class com.opengamma.strata.market.id.CurveGroupId
equals(Object) - Method in class com.opengamma.strata.market.id.DiscountCurveId
equals(Object) - Method in class com.opengamma.strata.market.id.IndexRateId
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
equals(Object) - Method in class com.opengamma.strata.market.id.ParRatesId
equals(Object) - Method in class com.opengamma.strata.market.id.QuoteId
equals(Object) - Method in class com.opengamma.strata.market.id.RateIndexCurveId
equals(Object) - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
equals(Object) - Method in class com.opengamma.strata.market.key.DiscountCurveKey
equals(Object) - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
equals(Object) - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
equals(Object) - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
equals(Object) - Method in class com.opengamma.strata.market.key.IndexRateKey
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
equals(Object) - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
equals(Object) - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
equals(Object) - Method in class com.opengamma.strata.market.key.QuoteKey
equals(Object) - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
equals(Object) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
equals(Object) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
equals(Object) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
equals(Object) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
equals(Object) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
equals(Object) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
equals(Object) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
equals(Object) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
equals(Object) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
equals(Object) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
equals(Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
equals(Object) - Method in class com.opengamma.strata.report.format.FormatSettings
equals(Object) - Method in class com.opengamma.strata.report.ReportCalculationResults
equals(Object) - Method in class com.opengamma.strata.report.ReportRequirements
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReport
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
equalWithTolerance(CurveCurrencyParameterSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: Checks if this sensitivity equals another within the specified tolerance.
equalWithTolerance(CurveUnitParameterSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities: Checks if this sensitivity equals another within the specified tolerance.
equalWithTolerance(PointSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities: Checks if this sensitivity equals another within the specified tolerance.
Equity - Class in com.opengamma.strata.finance.equity: An equity share of a company.
Equity.Builder - Class in com.opengamma.strata.finance.equity: The bean-builder for Equity.
Equity.Meta - Class in com.opengamma.strata.finance.equity: The meta-bean for Equity.
EquityFuture - Class in com.opengamma.strata.finance.equity: A futures contract, based on a single equity.
EquityFuture.Builder - Class in com.opengamma.strata.finance.equity: The bean-builder for EquityFuture.
EquityFuture.Meta - Class in com.opengamma.strata.finance.equity: The meta-bean for EquityFuture.
EquityFutureTrade - Class in com.opengamma.strata.finance.equity: A trade representing a futures contract based on a single equity.
EquityFutureTrade.Builder - Class in com.opengamma.strata.finance.equity: The bean-builder for EquityFutureTrade.
EquityFutureTrade.Meta - Class in com.opengamma.strata.finance.equity: The meta-bean for EquityFutureTrade.
EquityProduct - Interface in com.opengamma.strata.finance.equity: A product representing an equity share of a company.
EquityTrade - Class in com.opengamma.strata.finance.equity: A trade representing the purchase or sale of an equity.
EquityTrade.Builder - Class in com.opengamma.strata.finance.equity: The bean-builder for EquityTrade.
EquityTrade.Meta - Class in com.opengamma.strata.finance.equity: The meta-bean for EquityTrade.
ES - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'ES' - Spain.
EU - Static variable in class com.opengamma.strata.basics.location.Country: The region of 'EU' - Europe (special status in ISO-3166).
EU_HICP_AI - Static variable in class com.opengamma.strata.basics.index.PriceIndices: The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices All Items".
EUR - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'EUR' - Euro.
EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The EONIA index for EUR.
EUR_EONIA - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the EUR EONIA index.
EUR_EURIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month EURIBOR index.
EUR_EURIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month EURIBOR index.
EUR_EURIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week EURIBOR index.
EUR_EURIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month EURIBOR index.
EUR_EURIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 week EURIBOR index.
EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month EURIBOR index.
EUR_EURIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month EURIBOR index.
EUR_EURIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 9 month EURIBOR index.
EUR_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month LIBOR index for EUR.
EUR_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month LIBOR index for EUR.
EUR_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week LIBOR index for EUR.
EUR_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month LIBOR index for EUR.
EUR_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month LIBOR index for EUR.
EUR_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month LIBOR index for EUR.
EURIBOR12M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the EUR EURIBOR 12M index.
EURIBOR1M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the EUR EURIBOR 1M index.
EURIBOR3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the EUR EURIBOR 3M index.
EURIBOR6M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the EUR EURIBOR 6M index.
EUROPEAN_CHF - Static variable in class com.opengamma.strata.finance.credit.type.CdsConventions: The European CHF CDS convention.
EUROPEAN_EUR - Static variable in class com.opengamma.strata.finance.credit.type.CdsConventions: The European EUR CDS convention.
EUROPEAN_GBP - Static variable in class com.opengamma.strata.finance.credit.type.CdsConventions: The European GBP CDS convention.
EUROPEAN_USD - Static variable in class com.opengamma.strata.finance.credit.type.CdsConventions: The European USD CDS convention.
EUTA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars: The holiday calendar for the European Union TARGET system, with code 'EUTA'.
evaluate(Bean, String) - Method in class com.opengamma.strata.report.result.BeanTokenEvaluator
evaluate(CurrencyAmount, String) - Method in class com.opengamma.strata.report.result.CurrencyAmountTokenEvaluator
evaluate(CurveCurrencyParameterSensitivities, String) - Method in class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivitiesTokenEvaluator
evaluate(CurveCurrencyParameterSensitivity, String) - Method in class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivityTokenEvaluator
evaluate(Iterable<?>, String) - Method in class com.opengamma.strata.report.result.IterableTokenEvaluator
evaluate(Map<?, ?>, String) - Method in class com.opengamma.strata.report.result.MapTokenEvaluator
evaluate(T, String) - Method in class com.opengamma.strata.report.result.TokenEvaluator: Evaluates a token against a given object.
evaluate(Trade, String) - Method in class com.opengamma.strata.report.result.TradeTokenEvaluator
evaluate(String, ReportCalculationResults) - Method in class com.opengamma.strata.report.result.ValuePathEvaluator: Evaluates a value path against a set of results, returning the resolved result for each trade.
eventsPerYear() - Method in class com.opengamma.strata.basics.schedule.Frequency: Calculates the number of events that occur in a year.
exactDivide(Frequency) - Method in class com.opengamma.strata.basics.schedule.Frequency: Exactly divides this frequency by another.
ExampleData - Class in com.opengamma.strata.examples.data: Contains utilities for working with data in the examples environment.
ExampleEngine - Class in com.opengamma.strata.examples.engine: Contains utility methods for obtaining a calculation engine configured for use in the examples environment.
ExampleMarketData - Class in com.opengamma.strata.examples.marketdata: Contains utilities for using example market data.
execute(ScenarioMarketData) - Method in class com.opengamma.strata.engine.calculations.CalculationTask: Performs calculations for the target using multiple sets of market data.
execute(T, CalculationMarketData) - Method in interface com.opengamma.strata.engine.calculations.function.CalculationMultiFunction: Calculates values of multiple measures for the target using multiple sets of market data.
execute(T, CalculationMarketData) - Method in interface com.opengamma.strata.engine.calculations.function.CalculationSingleFunction: Calculates a value for the target using multiple sets of market data.
execute(T, CalculationMarketData, Map<Measure, Set<Currency>>) - Method in interface com.opengamma.strata.engine.calculations.function.CurrencyAwareCalculationMultiFunction: Calculates values of multiple measures for the target using multiple sets of market data and converts them into each of the reporting currencies.
execute(T, CalculationMarketData, Set<Currency>) - Method in interface com.opengamma.strata.engine.calculations.function.CurrencyAwareCalculationSingleFunction: Calculates a value for the target using multiple sets of market data and converts it into each of the reporting currencies.
execute(CalculationTarget, CalculationMarketData) - Method in class com.opengamma.strata.engine.config.MissingConfigCalculationFunction
execute(CdsTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
execute(CdsTrade, DefaultSingleCalculationMarketData) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
execute(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
execute(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.function.calculation.credit.CdsCs01BucketedParFunction
execute(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.function.calculation.credit.CdsCs01ParallelParFunction
execute(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.function.calculation.credit.CdsIr01BucketedParFunction
execute(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.function.calculation.credit.CdsIr01ParallelParFunction
execute(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.function.calculation.credit.CdsPvFunction
execute(GenericFutureTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
execute(GenericFutureTrade, SingleCalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
execute(GenericFutureOptionTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
execute(GenericFutureOptionTrade, SingleCalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
execute(GenericFutureOptionTrade, SingleCalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.GenericFutureOptionPvFunction
execute(GenericFutureTrade, SingleCalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.GenericFuturePvFunction
execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.rate.swap.AbstractSwapFunction
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.AbstractSwapFunction
execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapBucketedGammaPv01Function
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapBucketedGammaPv01Function
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapBucketedPv01Function
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapExplainPvFunction
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapLegPvFunction
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapParRateFunction
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapPv01Function
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapPvFunction
execute(FxTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.fx.AbstractFxForwardFunction
execute(ExpandedFx, RatesProvider) - Method in class com.opengamma.strata.function.fx.AbstractFxForwardFunction
execute(FxNonDeliverableForwardTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.fx.AbstractFxNonDeliverableForwardFunction
execute(ExpandedFxNonDeliverableForward, RatesProvider) - Method in class com.opengamma.strata.function.fx.AbstractFxNonDeliverableForwardFunction
execute(FxSwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.fx.AbstractFxSwapFunction
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.fx.AbstractFxSwapFunction
execute(ExpandedFx, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxForwardBucketedPv01Function
execute(ExpandedFx, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxForwardCurrencyExposureFunction
execute(ExpandedFx, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxForwardFutureFxRateFunction
execute(ExpandedFx, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxForwardParSpreadFunction
execute(ExpandedFx, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxForwardPv01Function
execute(ExpandedFx, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxForwardPvFunction
execute(ExpandedFxNonDeliverableForward, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxNonDeliverableForwardPvFunction
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxSwapBucketedPv01Function
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxSwapParSpreadPvFunction
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxSwapPv01Function
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxSwapPvFunction
execute(TermDepositTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.rate.deposit.AbstractTermDepositFunction
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.rate.deposit.AbstractTermDepositFunction
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.rate.deposit.TermDepositBucketedPv01Function
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.rate.deposit.TermDepositParRateFunction
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.rate.deposit.TermDepositParSpreadFunction
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.rate.deposit.TermDepositParSpreadParameterSensitivityFunction
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.rate.deposit.TermDepositPv01Function
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.rate.deposit.TermDepositPvFunction
execute(FraTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.rate.fra.AbstractFraFunction
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.AbstractFraFunction
execute(FraTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.rate.fra.FraBucketedGammaPv01Function
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.FraBucketedGammaPv01Function
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.FraBucketedPv01Function
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.FraExplainPvFunction
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.FraParRateFunction
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.FraParSpreadFunction
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.FraPv01Function
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.FraPvFunction
execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.rate.swap.SwapAccruedInterestFunction
execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.rate.swap.SwapLegNotionalFunction
expand() - Method in class com.opengamma.strata.finance.credit.Cds: Expands this CDS.
expand() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Expands this CDS, trivially returning this.
expand() - Method in interface com.opengamma.strata.finance.Expandable: Expands this Object.
expand() - Method in class com.opengamma.strata.finance.fx.ExpandedFx: Expands this transaction, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward: Expands this forward, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap: Expands this FX swap, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.fx.Fx: Expands this FX into an ExpandedFx.
expand() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward: Expands this FX forward into an ExpandedFxNonDeliverableForward.
expand() - Method in class com.opengamma.strata.finance.fx.FxSwap: Expands this FX swap into ExpandedFxSwap.
expand() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption: Expands this FX option, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit: Expands this term deposit, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit: Expands this term deposit, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit: Expands this Ibor fixing deposit.
expand() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit: Expands this term deposit.
expand() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra: Expands this FRA, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Expands this FRA.
expand() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention: Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap: Expands this swap, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg: Expands this swap leg, trivially returning this.
expand(Schedule, Schedule) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
expand(Schedule, Schedule) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
expand(Schedule, Schedule) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
expand(Schedule, Schedule) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
expand(Schedule, Schedule) - Method in interface com.opengamma.strata.finance.rate.swap.RateCalculation: Expands this calculation to accrual periods based on the specified schedule.
expand() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg: Converts this swap leg to the equivalent ExpandedSwapLeg.
expand() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: Converts this swap leg to the equivalent ExpandedSwapLeg.
expand() - Method in class com.opengamma.strata.finance.rate.swap.Swap: Expands this swap.
expand() - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg: Expands this swap leg.
expand() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention: Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention: Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption: Expands this option, trivially returning this.
Expandable<T> - Interface in com.opengamma.strata.finance: An object that can be expanded for pricing.
ExpandedCds - Class in com.opengamma.strata.finance.credit: Representation of the CdsProduct that is normalized for submitting to a pricer
ExpandedCds(ExpandedCds.Builder) - Constructor for class com.opengamma.strata.finance.credit.ExpandedCds: Restricted constructor.
ExpandedCds.Builder - Class in com.opengamma.strata.finance.credit: The bean-builder for ExpandedCds.
ExpandedCds.Meta - Class in com.opengamma.strata.finance.credit: The meta-bean for ExpandedCds.
ExpandedFra - Class in com.opengamma.strata.finance.rate.fra: An expanded forward rate agreement (FRA), with dates calculated ready for pricing.
ExpandedFra.Builder - Class in com.opengamma.strata.finance.rate.fra: The bean-builder for ExpandedFra.
ExpandedFra.Meta - Class in com.opengamma.strata.finance.rate.fra: The meta-bean for ExpandedFra.
ExpandedFx - Class in com.opengamma.strata.finance.fx: An expanded single FX transaction, the low level representation of a simple foreign exchange.
ExpandedFx.Meta - Class in com.opengamma.strata.finance.fx: The meta-bean for ExpandedFx.
ExpandedFxNonDeliverableForward - Class in com.opengamma.strata.finance.fx: An expanded Non-Deliverable Forward (NDF), the low level representation of an NDF.
ExpandedFxNonDeliverableForward.Builder - Class in com.opengamma.strata.finance.fx: The bean-builder for ExpandedFxNonDeliverableForward.
ExpandedFxNonDeliverableForward.Meta - Class in com.opengamma.strata.finance.fx: The meta-bean for ExpandedFxNonDeliverableForward.
ExpandedFxSwap - Class in com.opengamma.strata.finance.fx: An expanded FX swap transaction, the low level representation of an FX swap.
ExpandedFxSwap.Meta - Class in com.opengamma.strata.finance.fx: The meta-bean for ExpandedFxSwap.
ExpandedIborFixingDeposit - Class in com.opengamma.strata.finance.rate.deposit: An Ibor fixing deposit.
ExpandedIborFixingDeposit.Builder - Class in com.opengamma.strata.finance.rate.deposit: The bean-builder for ExpandedIborFixingDeposit.
ExpandedIborFixingDeposit.Meta - Class in com.opengamma.strata.finance.rate.deposit: The meta-bean for ExpandedIborFixingDeposit.
ExpandedSwap - Class in com.opengamma.strata.finance.rate.swap: An expanded rate swap, with dates calculated ready for pricing.
ExpandedSwap.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for ExpandedSwap.
ExpandedSwap.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for ExpandedSwap.
ExpandedSwapLeg - Class in com.opengamma.strata.finance.rate.swap: An expanded swap leg, with dates calculated ready for pricing.
ExpandedSwapLeg.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for ExpandedSwapLeg.
ExpandedSwapLeg.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for ExpandedSwapLeg.
ExpandedTermDeposit - Class in com.opengamma.strata.finance.rate.deposit: An expanded term deposit, with information calculated ready for pricing.
ExpandedTermDeposit.Builder - Class in com.opengamma.strata.finance.rate.deposit: The bean-builder for ExpandedTermDeposit.
ExpandedTermDeposit.Meta - Class in com.opengamma.strata.finance.rate.deposit: The meta-bean for ExpandedTermDeposit.
expirationDate(LocalDate) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder: Sets the expirationDate property in the builder.
expirationDate() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta: The meta-property for the expirationDate property.
expirationDate(LocalDate) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder: Sets the expirationDate property in the builder.
expirationDate() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta: The meta-property for the expirationDate property.
expirationDate(LocalDate) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder: Sets the expirationDate property in the builder.
expirationDate() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta: The meta-property for the expirationDate property.
expirationDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder: Sets the expirationDate property in the builder.
expirationDate() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta: The meta-property for the expirationDate property.
expirationMonth(YearMonth) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder: Sets the expirationMonth property in the builder.
expirationMonth() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta: The meta-property for the expirationMonth property.
expirationMonth(YearMonth) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder: Sets the expirationMonth property in the builder.
expirationMonth() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta: The meta-property for the expirationMonth property.
expirationTime(LocalTime) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder: Sets the expirationTime property in the builder.
expirationTime() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta: The meta-property for the expirationTime property.
expirationZone(ZoneId) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder: Sets the expirationZone property in the builder.
expirationZone() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta: The meta-property for the expirationZone property.
expiry(YearMonth) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder: Sets the expiry property in the builder.
expiry() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Meta: The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta: The meta-property for the expiry property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder: Sets the expiryDate property in the builder.
expiryDate() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta: The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder: Sets the expiryDate property in the builder.
expiryDate() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta: The meta-property for the expiryDate property.
expiryDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta: The meta-property for the expiryDate property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder: Sets the expiryTime property in the builder.
expiryTime() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta: The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder: Sets the expiryTime property in the builder.
expiryTime() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta: The meta-property for the expiryTime property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder: Sets the expiryZone property in the builder.
expiryZone() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta: The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder: Sets the expiryZone property in the builder.
expiryZone() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta: The meta-property for the expiryZone property.
EXPLAIN_PRESENT_VALUE - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing a break-down of the present value calculation on the target.
ExplainKey<T> - Class in com.opengamma.strata.market.explain: A key for the map of explanatory values.
ExplainMap - Class in com.opengamma.strata.market.explain: A map of explanatory values.
ExplainMap.Meta - Class in com.opengamma.strata.market.explain: The meta-bean for ExplainMap.
ExplainMapBuilder - Class in com.opengamma.strata.market.explain: A builder for the map of explanatory values.
explainPresentValue(FxResetNotionalExchange, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingFxResetNotionalExchangePricer
explainPresentValue(NotionalExchange, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingNotionalExchangePricer
explainPresentValue(RatePaymentPeriod, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingRatePaymentPeriodPricer
explainPresentValue(PaymentEvent, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentEventPricer
explainPresentValue(PaymentPeriod, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentPeriodPricer
explainPresentValue(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer: Explains the present value of the FRA product.
explainPresentValue(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer: Explains the present value of the swap product.
explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentEventPricer: Explains the present value of a single payment event.
explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentPeriodPricer: Explains the present value of a single payment period.
explainRate(OvernightAveragedRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateObservationFn
explainRate(RateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.DispatchingRateObservationFn
explainRate(IborAveragedRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateObservationFn
explainRate(IborInterpolatedRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateObservationFn
explainRate(IborRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborRateObservationFn
explainRate(InflationInterpolatedRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateObservationFn
explainRate(InflationMonthlyRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateObservationFn
explainRate(OvernightAveragedRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateObservationFn
explainRate(OvernightCompoundedRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateObservationFn
explainRate(T, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn: Explains the calculation of the applicable rate.
explanationString() - Method in class com.opengamma.strata.market.explain.ExplainMap: Gets the explanation as a string.
EXPONENTIAL - Static variable in class com.opengamma.strata.function.interpolator.CurveInterpolators: Exponential interpolator.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention: Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DayCount: Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.HolidayCalendar: Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention: Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.FxIndex: Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.IborIndex: Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.OvernightIndex: Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.PriceIndex: Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.interpolator.CurveExtrapolator: Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.interpolator.CurveInterpolator: Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.schedule.RollConvention: Gets the extended enum helper.
ExtendedEnum<T extends Named> - Class in com.opengamma.strata.collect.named: Manager for extended enums controlled by code or configuration.
extendedEnum() - Static method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets the extended enum lookup from name to instance.
extendedEnum() - Static method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention: Gets the extended enum lookup from name to instance.
extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder: Sets the extrapolatorLeft property in the builder.
extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta: The meta-property for the extrapolatorLeft property.
extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder: Sets the extrapolatorRight property in the builder.
extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta: The meta-property for the extrapolatorRight property.

F

Failure - Class in com.opengamma.strata.collect.result: Description of a failed result.
failure(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result: Creates a failed result specifying the failure reason.
failure(Exception) - Static method in class com.opengamma.strata.collect.result.Result: Creates a failed result caused by an exception.
failure(Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result: Creates a failed result caused by an exception.
failure(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Result: Creates a failed result caused by an exception with a specified reason.
failure(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result: Creates a failed result caused by an exception with a specified reason and message.
failure(Result<?>) - Static method in class com.opengamma.strata.collect.result.Result: Returns a failed result from another failed result.
failure(Result<?>, Result<?>, Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result: Creates a failed result combining multiple failed results.
failure(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result: Creates a failed result combining multiple failed results.
failure() - Method in class com.opengamma.strata.collect.result.Result.Meta: The meta-property for the failure property.
Failure.Meta - Class in com.opengamma.strata.collect.result: The meta-bean for Failure.
FailureItem - Class in com.opengamma.strata.collect.result: Details of a single failed item in a failure.
FailureItem.Meta - Class in com.opengamma.strata.collect.result: The meta-bean for FailureItem.
FailureReason - Enum in com.opengamma.strata.collect.result: Represents the reason why failure occurred.
farLeg() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta: The meta-property for the farLeg property.
farLeg() - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta: The meta-property for the farLeg property.
FeedIdMapping - Interface in com.opengamma.strata.engine.marketdata.mapping: Provides mappings from ObservableId instances requested by calculations to ID instances that are suitable for querying a market data feed to get the market data.
feeLeg(FeeLeg) - Method in class com.opengamma.strata.finance.credit.Cds.Builder: Sets the feeLeg property in the builder.
feeLeg() - Method in class com.opengamma.strata.finance.credit.Cds.Meta: The meta-property for the feeLeg property.
FeeLeg - Class in com.opengamma.strata.finance.credit: The fee leg of a credit default swap (CDS).
FeeLeg.Builder - Class in com.opengamma.strata.finance.credit: The bean-builder for FeeLeg.
FeeLeg.Meta - Class in com.opengamma.strata.finance.credit: The meta-bean for FeeLeg.
FI - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'FI' - Finland.
field(int, String) - Method in class com.opengamma.strata.examples.marketdata.CsvFile: Gets a single field value from a line by column header.
FieldName - Class in com.opengamma.strata.basics.market: The name of a field in a market data record.
fieldName() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta: The meta-property for the fieldName property.
fieldName() - Method in class com.opengamma.strata.market.id.QuoteId.Meta: The meta-property for the fieldName property.
fieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta: The meta-property for the fieldName property.
fieldName() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta: The meta-property for the fieldName property.
FILE_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator: The prefix for file resource locators.
filter(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Create a new time-series by filtering this one.
filter(MarketDataFilter<T, ?>) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder: Sets the filter property in the builder.
filter() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta: The meta-property for the filter property.
finalExchange(boolean) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder: Sets the finalExchange property in the builder.
finalExchange() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta: The meta-property for the finalExchange property.
finalExchange(boolean) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder: Sets the finalExchange property in the builder.
finalExchange() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta: The meta-property for the finalExchange property.
finalStub(StubCalculation) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder: Sets the finalStub property in the builder.
finalStub() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta: The meta-property for the finalStub property.
findIndex(String) - Static method in class com.opengamma.strata.examples.marketdata.LoaderUtils: Attempts to locate a rate index by reference name.
first() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta: The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta: The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta: The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta: The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta: The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta: The meta-property for the first property.
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.Curve: Computes the first derivative of the curve.
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
firstRegularRate(Double) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder: Sets the firstRegularRate property in the builder.
firstRegularRate() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta: The meta-property for the firstRegularRate property.
firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder: Sets the firstRegularStartDate property in the builder.
firstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta: The meta-property for the firstRegularStartDate property.
FIXED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The fixed rate, as defined in the contract.
fixedAmount(CurrencyAmount) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder: Sets the fixedAmount property in the builder.
fixedAmount() - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta: The meta-property for the fixedAmount property.
fixedCurrency(Currency) - Static method in interface com.opengamma.strata.engine.config.ReportingRules: Returns a rule that always returns the same reporting currency.
FixedIborSwapConvention - Class in com.opengamma.strata.finance.rate.swap.type: A market convention for Fixed-Ibor swap trades.
FixedIborSwapConvention.Builder - Class in com.opengamma.strata.finance.rate.swap.type: The bean-builder for FixedIborSwapConvention.
FixedIborSwapConvention.Meta - Class in com.opengamma.strata.finance.rate.swap.type: The meta-bean for FixedIborSwapConvention.
FixedIborSwapCurveNode - Class in com.opengamma.strata.market.curve.config: A curve node whose instrument is a Fixed-Ibor interest rate swap.
FixedIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.config: The bean-builder for FixedIborSwapCurveNode.
FixedIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.config: The meta-bean for FixedIborSwapCurveNode.
FixedIborSwapTemplate - Class in com.opengamma.strata.finance.rate.swap.type: A template for creating Fixed-Ibor swap trades.
FixedIborSwapTemplate.Builder - Class in com.opengamma.strata.finance.rate.swap.type: The bean-builder for FixedIborSwapTemplate.
FixedIborSwapTemplate.Meta - Class in com.opengamma.strata.finance.rate.swap.type: The meta-bean for FixedIborSwapTemplate.
fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder: Sets the fixedLeg property in the builder.
fixedLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta: The meta-property for the fixedLeg property.
fixedRate(double) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder: Sets the fixedRate property in the builder.
fixedRate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta: The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder: Sets the fixedRate property in the builder.
fixedRate() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta: The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder: Sets the fixedRate property in the builder.
fixedRate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta: The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder: Sets the fixedRate property in the builder.
fixedRate() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta: The meta-property for the fixedRate property.
fixedRate(Double) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder: Sets the fixedRate property in the builder.
fixedRate() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta: The meta-property for the fixedRate property.
fixedRate(Double) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder: Sets the fixedRate property in the builder.
fixedRate() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta: The meta-property for the fixedRate property.
FixedRateCalculation - Class in com.opengamma.strata.finance.rate.swap: Defines the calculation of a fixed rate swap leg.
FixedRateCalculation.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for FixedRateCalculation.
FixedRateCalculation.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for FixedRateCalculation.
FixedRateObservation - Class in com.opengamma.strata.finance.rate: Defines a known fixed rate of interest.
FixedRateObservation.Builder - Class in com.opengamma.strata.finance.rate: The bean-builder for FixedRateObservation.
FixedRateObservation.Meta - Class in com.opengamma.strata.finance.rate: The meta-bean for FixedRateObservation.
FixedRateSwapLegConvention - Class in com.opengamma.strata.finance.rate.swap.type: A market convention for the fixed leg of rate swap trades.
FixedRateSwapLegConvention.Builder - Class in com.opengamma.strata.finance.rate.swap.type: The bean-builder for FixedRateSwapLegConvention.
FixedRateSwapLegConvention.Meta - Class in com.opengamma.strata.finance.rate.swap.type: The meta-bean for FixedRateSwapLegConvention.
fixedSwapLeg() - Method in class com.opengamma.strata.examples.finance.SwapTradeModelDemo
FIXING_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The fixing date.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder: Sets the fixingCalendar property in the builder.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta: The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder: Sets the fixingCalendar property in the builder.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta: The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder: Sets the fixingCalendar property in the builder.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta: The meta-property for the fixingCalendar property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder: Sets the fixingDate property in the builder.
fixingDate() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta: The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder: Sets the fixingDate property in the builder.
fixingDate() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta: The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder: Sets the fixingDate property in the builder.
fixingDate() - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta: The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder: Sets the fixingDate property in the builder.
fixingDate() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta: The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder: Sets the fixingDate property in the builder.
fixingDate() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta: The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta: The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta: The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta: The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta: The meta-property for the fixingDate property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder: Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta: The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder: Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta: The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder: Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta: The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder: Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta: The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder: Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta: The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder: Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta: The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder: Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta: The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder: Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta: The meta-property for the fixingDateOffset property.
FixingRelativeTo - Enum in com.opengamma.strata.finance.rate.swap: The base date that each rate fixing is made relative to.
fixingRelativeTo(FxResetFixingRelativeTo) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder: Sets the fixingRelativeTo property in the builder.
fixingRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta: The meta-property for the fixingRelativeTo property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder: Sets the fixingRelativeTo property in the builder.
fixingRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta: The meta-property for the fixingRelativeTo property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder: Sets the fixingRelativeTo property in the builder.
fixingRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta: The meta-property for the fixingRelativeTo property.
fixings(List<IborAveragedFixing>) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder: Sets the fixings property in the builder.
fixings(IborAveragedFixing...) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder: Sets the fixings property in the builder from an array of objects.
fixings() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta: The meta-property for the fixings property.
FixingSeriesCsvLoader - Class in com.opengamma.strata.examples.marketdata.timeseries: Loads a set of historical fixing series into memory from CSV resources.
FLAT - Static variable in class com.opengamma.strata.function.interpolator.CurveExtrapolators: Flat extrapolator.
flatCombine(Iterable<? extends Result<T>>, Function<Stream<T>, Result<R>>) - Static method in class com.opengamma.strata.collect.result.Result: Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes.
flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder: Sets the flatLeg property in the builder.
flatLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta: The meta-property for the flatLeg property.
flatMap(Function<? super T, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result: Processes a successful result by applying a function that returns another result.
floatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder: Sets the floatingLeg property in the builder.
floatingLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta: The meta-property for the floatingLeg property.
floatingRate(IborRateObservation) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder: Sets the floatingRate property in the builder.
floatingRate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta: The meta-property for the floatingRate property.
floatingRate(RateObservation) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder: Sets the floatingRate property in the builder.
floatingRate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta: The meta-property for the floatingRate property.
floatingSwapLeg() - Method in class com.opengamma.strata.examples.finance.SwapTradeModelDemo
FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions: The 'Following' convention which adjusts to the next business day.
forEach(ObjDoubleConsumer<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Applies an action to each pair in the time series.
format(String, Object) - Static method in class com.opengamma.strata.collect.Messages: Formats a templated message inserting a single argument.
format(String, Object...) - Static method in class com.opengamma.strata.collect.Messages: Formats a templated message inserting arguments.
FormatCategory - Enum in com.opengamma.strata.report.format: Defines categories of types.
formatData(CashFlowReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
formatData(R, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.format.ReportFormatter: Formats a piece of data for display.
formatData(TradeReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
formatForCsv(CurrencyAmount) - Method in class com.opengamma.strata.report.format.CurrencyAmountValueFormatter
formatForCsv(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.format.CurveCurrencyParameterSensitivityValueFormatter
formatForCsv(Double) - Method in class com.opengamma.strata.report.format.DoubleValueFormatter
formatForCsv(double) - Method in class com.opengamma.strata.report.format.DoubleValueFormatter
formatForCsv(Object) - Method in class com.opengamma.strata.report.format.ToStringValueFormatter
formatForCsv(Object) - Method in class com.opengamma.strata.report.format.UnsupportedValueFormatter
formatForCsv(T) - Method in interface com.opengamma.strata.report.format.ValueFormatter: Formats a value for use in a CSV file.
formatForDisplay(CurrencyAmount) - Method in class com.opengamma.strata.report.format.CurrencyAmountValueFormatter
formatForDisplay(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.format.CurveCurrencyParameterSensitivityValueFormatter
formatForDisplay(Double) - Method in class com.opengamma.strata.report.format.DoubleValueFormatter
formatForDisplay(double, int) - Method in class com.opengamma.strata.report.format.DoubleValueFormatter
formatForDisplay(Object) - Method in class com.opengamma.strata.report.format.ToStringValueFormatter
formatForDisplay(Object) - Method in class com.opengamma.strata.report.format.UnsupportedValueFormatter
formatForDisplay(T) - Method in interface com.opengamma.strata.report.format.ValueFormatter: Formats a value for display.
FormatSettings - Class in com.opengamma.strata.report.format: Contains formatting settings for a specific type.
FormatSettings(FormatSettings.Builder) - Constructor for class com.opengamma.strata.report.format.FormatSettings: Restricted constructor.
FormatSettings.Builder - Class in com.opengamma.strata.report.format: The bean-builder for FormatSettings.
FormatSettings.Meta - Class in com.opengamma.strata.report.format: The meta-bean for FormatSettings.
FormatSettingsProvider - Class in com.opengamma.strata.report.format: Provides and caches format settings across types.
FormatSettingsProvider() - Constructor for class com.opengamma.strata.report.format.FormatSettingsProvider
formatter(ValueFormatter<?>) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder: Sets the formatter property in the builder.
formatter() - Method in class com.opengamma.strata.report.format.FormatSettings.Meta: The meta-property for the formatter property.
formatValue(Object, ReportOutputFormat) - Method in class com.opengamma.strata.report.format.ReportFormatter
forward() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta: The meta-property for the forward property.
forwardCurves(Map<Index, Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder: Sets the forwardCurves property in the builder.
forwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta: The meta-property for the forwardCurves property.
forwardFxRate(FxNonDeliverableForwardProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNonDeliverableForwardProductPricer: Calculates the forward exchange rate.
forwardFxRate(FxProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxProductPricer: Computes the forward exchange rate.
ForwardIborAveragedRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate: Rate observation implementation for a rate based on the average of multiple fixings of a single IBOR-like floating rate index.
ForwardIborAveragedRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateObservationFn: Creates an instance.
ForwardIborInterpolatedRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate: Rate observation implementation for rate based on the weighted average of the fixing on a single date of two IBOR-like indices.
ForwardIborInterpolatedRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateObservationFn: Creates an instance.
ForwardIborRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate: Rate observation implementation for an IBOR-like index.
ForwardIborRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardIborRateObservationFn: Creates an instance.
ForwardInflationInterpolatedRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate: Rate observation implementation for rate based on the weighted average of fixings of a single price index.
ForwardInflationInterpolatedRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateObservationFn: Creates an instance.
ForwardInflationMonthlyRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate: Rate observation implementation for a price index.
ForwardInflationMonthlyRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateObservationFn: Creates an instance.
ForwardOvernightAveragedRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate: Rate observation implementation for a rate based on a single overnight index that is arithmetically averaged.
ForwardOvernightAveragedRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateObservationFn: Creates an instance.
ForwardOvernightCompoundedRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate: Rate observation implementation for a rate based on a single overnight index that is compounded.
ForwardOvernightCompoundedRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateObservationFn: Creates an instance.
ForwardPriceIndexValues - Class in com.opengamma.strata.market.value: Provides values for a Price index from a forward curve.
ForwardPriceIndexValues.Meta - Class in com.opengamma.strata.market.value: The meta-bean for ForwardPriceIndexValues.
FR - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'FR' - France.
Fra - Class in com.opengamma.strata.finance.rate.fra: A forward rate agreement (FRA).
Fra.Builder - Class in com.opengamma.strata.finance.rate.fra: The bean-builder for Fra.
Fra.Meta - Class in com.opengamma.strata.finance.rate.fra: The meta-bean for Fra.
FraBucketedGammaPv01Function - Class in com.opengamma.strata.function.rate.fra: Calculates Gamma PV01, the second-order present value sensitivity of a FraTrade for each of a set of scenarios.
FraBucketedGammaPv01Function() - Constructor for class com.opengamma.strata.function.rate.fra.FraBucketedGammaPv01Function
FraBucketedPv01Function - Class in com.opengamma.strata.function.rate.fra: Calculates the bucketed PV01, the present value curve parameter sensitivity of a FraTrade.
FraBucketedPv01Function() - Constructor for class com.opengamma.strata.function.rate.fra.FraBucketedPv01Function
FraConvention - Class in com.opengamma.strata.finance.rate.fra: A market convention for forward rate agreement (FRA) trades.
FraConvention.Builder - Class in com.opengamma.strata.finance.rate.fra: The bean-builder for FraConvention.
FraConvention.Meta - Class in com.opengamma.strata.finance.rate.fra: The meta-bean for FraConvention.
fraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta: The meta-property for the fraction property.
FraCurveNode - Class in com.opengamma.strata.market.curve.config: A curve node whose instrument is a forward rate agreement (FRA).
FraCurveNode.Builder - Class in com.opengamma.strata.market.curve.config: The bean-builder for FraCurveNode.
FraCurveNode.Meta - Class in com.opengamma.strata.market.curve.config: The meta-bean for FraCurveNode.
FraDiscountingMethod - Enum in com.opengamma.strata.finance.rate.fra: A convention defining how to discount Forward Rate Agreements (FRAs).
FraExplainPvFunction - Class in com.opengamma.strata.function.rate.fra: Obtains the explain map for present value on a FraTrade.
FraExplainPvFunction() - Constructor for class com.opengamma.strata.function.rate.fra.FraExplainPvFunction
FraFunctionGroups - Class in com.opengamma.strata.function.rate.fra: Contains function groups for built-in FRA engine functions.
FraParRateFunction - Class in com.opengamma.strata.function.rate.fra: Calculates the par rate of a FraTrade for each of a set of scenarios.
FraParRateFunction() - Constructor for class com.opengamma.strata.function.rate.fra.FraParRateFunction
FraParSpreadFunction - Class in com.opengamma.strata.function.rate.fra: Calculates the par spread of a FraTrade for each of a set of scenarios.
FraParSpreadFunction() - Constructor for class com.opengamma.strata.function.rate.fra.FraParSpreadFunction
FraPricingExample - Class in com.opengamma.strata.examples.finance: Example to illustrate using the engine to price a FRA.
FraPricingExample() - Constructor for class com.opengamma.strata.examples.finance.FraPricingExample
FraProduct - Interface in com.opengamma.strata.finance.rate.fra: A product representing a forward rate agreement (FRA).
FraPv01Function - Class in com.opengamma.strata.function.rate.fra: Calculates PV01, the present value sensitivity of a FraTrade.
FraPv01Function() - Constructor for class com.opengamma.strata.function.rate.fra.FraPv01Function
FraPvFunction - Class in com.opengamma.strata.function.rate.fra: Calculates the present value of a FraTrade for each of a set of scenarios.
FraPvFunction() - Constructor for class com.opengamma.strata.function.rate.fra.FraPvFunction
FraTemplate - Class in com.opengamma.strata.finance.rate.fra: A template for creating a forward rate agreement (FRA) trade.
FraTemplate.Builder - Class in com.opengamma.strata.finance.rate.fra: The bean-builder for FraTemplate.
FraTemplate.Meta - Class in com.opengamma.strata.finance.rate.fra: The meta-bean for FraTemplate.
FraTrade - Class in com.opengamma.strata.finance.rate.fra: A trade in a forward rate agreement (FRA).
FraTrade.Builder - Class in com.opengamma.strata.finance.rate.fra: The bean-builder for FraTrade.
FraTrade.Meta - Class in com.opengamma.strata.finance.rate.fra: The meta-bean for FraTrade.
Frequency - Class in com.opengamma.strata.basics.schedule: A periodic frequency used by financial products that have a specific event every so often.
frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder: Sets the frequency property in the builder.
frequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta: The meta-property for the frequency property.
frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder: Sets the frequency property in the builder.
frequency() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta: The meta-property for the frequency property.
FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars: An instance declaring all days as business days except Friday/Saturday weekends.
from(StandardId) - Static method in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitRedCode: Converts from a standard identifier ensuring the scheme is correct.
from(RestructuringClause) - Static method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitRestructuringClause: Converts restructuring clause to Markit equivalent.
from(SeniorityLevel) - Static method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitSeniorityLevel: Converts seniority level to Markit equivalent.
fromParameterSensitivity(CurveCurrencyParameterSensitivities, CurveBuildingBlockBundle) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
FRPA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars: The holiday calendar for Paris, France, with code 'FRPA'.
function(CheckedFunction<T, R>) - Static method in class com.opengamma.strata.collect.Unchecked: Converts checked exceptions to unchecked based on the Function interface.
functionArguments(Map<String, Object>) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder: Sets the functionArguments property in the builder.
functionArguments() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta: The meta-property for the functionArguments property.
functionArguments() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta: The meta-property for the functionArguments property.
functionConfig(FunctionConfig) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder: Sets the functionConfig property in the builder.
functionConfig() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta: The meta-property for the functionConfig property.
FunctionConfig<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config: Configuration of a function that performs a calculation.
functionConfig(CalculationTarget, Measure) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup: Returns a function group to calculate a value of the measure for the target if this rule applies to the target.
functionConfig() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta: The meta-property for the functionConfig property.
functionConfig(CalculationTarget, Measure) - Method in interface com.opengamma.strata.engine.config.pricing.FunctionGroup: Returns configuration for a function to calculate the value of a measure for a target.
FunctionConfig.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config: The meta-bean for FunctionConfig.
FunctionConfigBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config: Mutable builder for building instances of FunctionConfig.
functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
FunctionGroup<T extends CalculationTarget> - Interface in com.opengamma.strata.engine.config.pricing: A function group provides configuration for functions that perform calculations.
functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.engine.config.pricing.PricingRule: Returns a function group to calculate a value of the measure for the target if this rule applies to the target.
functionGroup() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta: The meta-property for the functionGroup property.
functionGroup(FunctionGroup<T>) - Method in class com.opengamma.strata.engine.config.pricing.PricingRuleBuilder: Sets the function group that performs the calculations matching the rule.
functionGroup(CalculationTarget, Measure) - Method in interface com.opengamma.strata.engine.config.pricing.PricingRules: Returns a function group specifying how a measure should be calculated for the target.
FunctionGroupName - Class in com.opengamma.strata.engine.config.pricing: The name of a FunctionGroup.
functionType() - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta: The meta-property for the functionType property.
FunctionUtils - Class in com.opengamma.strata.engine.calculations.function: Static utility methods useful when writing calculation functions.
FUTURE_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The future value.
FutureOptionPremiumStyle - Enum in com.opengamma.strata.finance.common: The style of premium for an option on a futures contract.
futurePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta: The meta-property for the futurePrice property.
FuturesExpiryCurveNodeId - Class in com.opengamma.strata.market.curve: A curve node ID for a futures node.
FuturesExpiryCurveNodeId.Builder - Class in com.opengamma.strata.market.curve: The bean-builder for FuturesExpiryCurveNodeId.
FuturesExpiryCurveNodeId.Meta - Class in com.opengamma.strata.market.curve: The meta-bean for FuturesExpiryCurveNodeId.
futureValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta: The meta-property for the futureValue property.
futureValue(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingFxResetNotionalExchangePricer
futureValue(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingNotionalExchangePricer
futureValue(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingRatePaymentPeriodPricer
futureValue(PaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentEventPricer
futureValue(PaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentPeriodPricer
futureValue(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer: Calculates the future value of the FRA product.
futureValue(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraTradePricer: Calculates the future value of the FRA trade.
futureValue(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer: Calculates the future value of the swap leg.
futureValue(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer: Calculates the future value of the swap product.
futureValue(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer: Calculates the future value of the swap trade.
futureValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentEventPricer: Calculates the future value of a single payment event.
futureValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentPeriodPricer: Calculates the future value of a single payment period.
futureValueSensitivity(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingFxResetNotionalExchangePricer
futureValueSensitivity(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingNotionalExchangePricer
futureValueSensitivity(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingRatePaymentPeriodPricer
futureValueSensitivity(PaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentEventPricer
futureValueSensitivity(PaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentPeriodPricer
futureValueSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer: Calculates the future value sensitivity of the FRA product.
futureValueSensitivity(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraTradePricer: Calculates the future value sensitivity of the FRA trade.
futureValueSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer: Calculates the future value sensitivity of the swap leg.
futureValueSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer: Calculates the future value sensitivity of the swap product.
futureValueSensitivity(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer: Calculates the future value sensitivity of the swap trade.
futureValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentEventPricer: Calculates the future value sensitivity of a single payment event.
futureValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentPeriodPricer: Calculates the future value sensitivity of a single payment period.
fuzzyEquals(double[], double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath: Compares each element in the first array to the matching index in the second array within a tolerance.
fuzzyEqualsZero(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath: Compares each element in the array to zero within a tolerance.
Fx - Class in com.opengamma.strata.finance.fx: A single foreign exchange, such as an FX forward or FX spot.
Fx.Meta - Class in com.opengamma.strata.finance.fx: The meta-bean for Fx.
FxConvertible<R> - Interface in com.opengamma.strata.basics.currency: Defines a standard mechanism for converting an object representing one or more monetary amounts to a single currency.
FxConvertibleList - Class in com.opengamma.strata.engine.calculations.function.result: A list of currency values representing the result of the same calculation performed for multiple scenarios.
FxConvertibleList.Builder - Class in com.opengamma.strata.engine.calculations.function.result: The bean-builder for FxConvertibleList.
FxConvertibleList.Meta - Class in com.opengamma.strata.engine.calculations.function.result: The meta-bean for FxConvertibleList.
FxForwardBucketedPv01Function - Class in com.opengamma.strata.function.fx: Calculates the bucketed PV01, the present value curve parameter sensitivity of a FxTrade.
FxForwardBucketedPv01Function() - Constructor for class com.opengamma.strata.function.fx.FxForwardBucketedPv01Function
FxForwardCurrencyExposureFunction - Class in com.opengamma.strata.function.fx: Calculates the currency exposure of an FxTrade for each of a set of scenarios.
FxForwardCurrencyExposureFunction() - Constructor for class com.opengamma.strata.function.fx.FxForwardCurrencyExposureFunction
FxForwardFutureFxRateFunction - Class in com.opengamma.strata.function.fx: Calculates the future FX rate of an FxTrade for each of a set of scenarios.
FxForwardFutureFxRateFunction() - Constructor for class com.opengamma.strata.function.fx.FxForwardFutureFxRateFunction
FxForwardParSpreadFunction - Class in com.opengamma.strata.function.fx: Calculates the par spread of an FxTrade for each of a set of scenarios.
FxForwardParSpreadFunction() - Constructor for class com.opengamma.strata.function.fx.FxForwardParSpreadFunction
FxForwardPv01Function - Class in com.opengamma.strata.function.fx: Calculates PV01, the present value sensitivity of a FxTrade.
FxForwardPv01Function() - Constructor for class com.opengamma.strata.function.fx.FxForwardPv01Function
FxForwardPvFunction - Class in com.opengamma.strata.function.fx: Calculates the present value of an FxTrade for each of a set of scenarios.
FxForwardPvFunction() - Constructor for class com.opengamma.strata.function.fx.FxForwardPvFunction
FxIndex - Interface in com.opengamma.strata.basics.index: An index of foreign exchange rates.
fxIndexRates(FxIndex) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
FxIndexRates - Interface in com.opengamma.strata.market.value: Provides access to rates for an FX index.
fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
fxIndexRates(FxIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider: Gets the rates for an FX index.
FxIndexRatesKey - Class in com.opengamma.strata.market.key: Market data key identifying the rates for an FX index.
FxIndexRatesKey.Meta - Class in com.opengamma.strata.market.key: The meta-bean for FxIndexRatesKey.
FxIndexSensitivity - Class in com.opengamma.strata.market.sensitivity: Point sensitivity to a forward rate of an FX rate for a currency pair.
FxIndexSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity: The meta-bean for FxIndexSensitivity.
FxIndices - Class in com.opengamma.strata.basics.index: Constants and implementations for standard foreign exchange indices.
FxMatrix - Class in com.opengamma.strata.basics.currency: A matrix of foreign exchange rates.
fxMatrix(FxMatrix) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder: Sets the fxMatrix property in the builder.
fxMatrix() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta: The meta-property for the fxMatrix property.
FxMatrix.Builder - Class in com.opengamma.strata.basics.currency: Builder class for FxMatrix.
FxNonDeliverableForward - Class in com.opengamma.strata.finance.fx: A Non-Deliverable Forward (NDF).
FxNonDeliverableForward.Builder - Class in com.opengamma.strata.finance.fx: The bean-builder for FxNonDeliverableForward.
FxNonDeliverableForward.Meta - Class in com.opengamma.strata.finance.fx: The meta-bean for FxNonDeliverableForward.
FxNonDeliverableForwardProduct - Interface in com.opengamma.strata.finance.fx: A product representing a Non-Deliverable Forward (NDF).
FxNonDeliverableForwardPvFunction - Class in com.opengamma.strata.function.fx: Calculates the present value of an FxNonDeliverableForwardTrade for each of a set of scenarios.
FxNonDeliverableForwardPvFunction() - Constructor for class com.opengamma.strata.function.fx.FxNonDeliverableForwardPvFunction
FxNonDeliverableForwardTrade - Class in com.opengamma.strata.finance.fx: A trade in a Non-Deliverable Forward (NDF).
FxNonDeliverableForwardTrade.Builder - Class in com.opengamma.strata.finance.fx: The bean-builder for FxNonDeliverableForwardTrade.
FxNonDeliverableForwardTrade.Meta - Class in com.opengamma.strata.finance.fx: The meta-bean for FxNonDeliverableForwardTrade.
FxPayment - Class in com.opengamma.strata.finance.fx: A single payment of a known amount on a specific date.
FxPayment.Builder - Class in com.opengamma.strata.finance.fx: The bean-builder for FxPayment.
FxPayment.Meta - Class in com.opengamma.strata.finance.fx: The meta-bean for FxPayment.
FxProduct - Interface in com.opengamma.strata.finance.fx: A product representing a simple foreign exchange between two counterparties.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix: Gets the FX rate for the specified currency pair.
FxRate - Class in com.opengamma.strata.basics.currency: A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate: Gets the FX rate for the specified currency pair.
fxRate(Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider: Gets the FX rate for the specified currency pair.
fxRate(CurrencyPair) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider: Gets the FX rate for the specified currency pair.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
fxRate(Currency, Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider: Gets the FX rate for the specified currency pair on the valuation date.
fxRate(CurrencyPair) - Method in interface com.opengamma.strata.pricer.BaseProvider: Gets the FX rate for the specified currency pair on the valuation date.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
FxRate.Meta - Class in com.opengamma.strata.basics.currency: The meta-bean for FxRate.
FxRateId - Class in com.opengamma.strata.basics.market: Identifies the market data for an FX rate.
FxRateId.Meta - Class in com.opengamma.strata.basics.market: The meta-bean for FxRateId.
FxRateKey - Class in com.opengamma.strata.basics.market: Market data key identifying an FX rate.
FxRateKey.Meta - Class in com.opengamma.strata.basics.market: The meta-bean for FxRateKey.
FxRateProvider - Interface in com.opengamma.strata.basics.currency: A provider of FX rates.
fxRateProvider() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta: The meta-property for the fxRateProvider property.
FxReset - Class in com.opengamma.strata.finance.rate.swap: An FX rate conversion for the notional amount of a swap leg.
fxReset(FxResetCalculation) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder: Sets the fxReset property in the builder.
fxReset() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta: The meta-property for the fxReset property.
fxReset(FxReset) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder: Sets the fxReset property in the builder.
fxReset() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta: The meta-property for the fxReset property.
FxReset.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for FxReset.
FxReset.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for FxReset.
FxResetCalculation - Class in com.opengamma.strata.finance.rate.swap: Defines the calculation of an FX rate conversion for the notional amount of a swap leg.
FxResetCalculation.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for FxResetCalculation.
FxResetCalculation.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for FxResetCalculation.
FxResetFixingRelativeTo - Enum in com.opengamma.strata.finance.rate.swap: The base date that each FX reset fixing is made relative to.
FxResetNotionalExchange - Class in com.opengamma.strata.finance.rate.swap: An exchange of notionals between two counterparties where FX reset applies.
FxResetNotionalExchange.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for FxResetNotionalExchange.
FxResetNotionalExchange.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for FxResetNotionalExchange.
FxSwap - Class in com.opengamma.strata.finance.fx: An FX swap.
FxSwap.Meta - Class in com.opengamma.strata.finance.fx: The meta-bean for FxSwap.
FxSwapBucketedPv01Function - Class in com.opengamma.strata.function.fx: Calculates the bucketed PV01, the present value curve parameter sensitivity of a FxSwapTrade.
FxSwapBucketedPv01Function() - Constructor for class com.opengamma.strata.function.fx.FxSwapBucketedPv01Function
FxSwapParSpreadPvFunction - Class in com.opengamma.strata.function.fx: Calculates the present value of an FxSwapTrade for each of a set of scenarios.
FxSwapParSpreadPvFunction() - Constructor for class com.opengamma.strata.function.fx.FxSwapParSpreadPvFunction
FxSwapProduct - Interface in com.opengamma.strata.finance.fx: A product representing a foreign exchange swap.
FxSwapPv01Function - Class in com.opengamma.strata.function.fx: Calculates PV01, the present value sensitivity of a FxSwapTrade.
FxSwapPv01Function() - Constructor for class com.opengamma.strata.function.fx.FxSwapPv01Function
FxSwapPvFunction - Class in com.opengamma.strata.function.fx: Calculates the present value of an FxSwapTrade for each of a set of scenarios.
FxSwapPvFunction() - Constructor for class com.opengamma.strata.function.fx.FxSwapPvFunction
FxSwapTrade - Class in com.opengamma.strata.finance.fx: A trade in an FX swap.
FxSwapTrade.Builder - Class in com.opengamma.strata.finance.fx: The bean-builder for FxSwapTrade.
FxSwapTrade.Meta - Class in com.opengamma.strata.finance.fx: The meta-bean for FxSwapTrade.
FxTrade - Class in com.opengamma.strata.finance.fx: A foreign exchange trade, such as an FX forward or FX spot.
FxTrade.Builder - Class in com.opengamma.strata.finance.fx: The bean-builder for FxTrade.
FxTrade.Meta - Class in com.opengamma.strata.finance.fx: The meta-bean for FxTrade.
FxVanillaOption - Class in com.opengamma.strata.finance.fx: A vanilla FX option.
FxVanillaOption(FxVanillaOption.Builder) - Constructor for class com.opengamma.strata.finance.fx.FxVanillaOption: Restricted constructor.
FxVanillaOption.Builder - Class in com.opengamma.strata.finance.fx: The bean-builder for FxVanillaOption.
FxVanillaOption.Meta - Class in com.opengamma.strata.finance.fx: The meta-bean for FxVanillaOption.
FxVanillaOptionProduct - Interface in com.opengamma.strata.finance.fx: A product representing an FX vanilla option.
FxVanillaOptionTrade - Class in com.opengamma.strata.finance.fx: A trade in a vanilla FX option.
FxVanillaOptionTrade.Builder - Class in com.opengamma.strata.finance.fx: The bean-builder for FxVanillaOptionTrade.
FxVanillaOptionTrade.Meta - Class in com.opengamma.strata.finance.fx: The meta-bean for FxVanillaOptionTrade.

G

GB - Static variable in class com.opengamma.strata.basics.location.Country: The country 'GB' - United Kingdom.
GB_HICP - Static variable in class com.opengamma.strata.basics.index.PriceIndices: The harmonized consumer price index for the United Kingdom, "Non-revised Harmonised Index of Consumer Prices".
GB_RPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices: The retail price index for the United Kingdom, "Non-revised Retail Price Index All Items in the United Kingdom".
GB_RPIX - Static variable in class com.opengamma.strata.basics.index.PriceIndices: The retail price index for the United Kingdom excluding mortgage interest payments, "Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".
GBLO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars: The holiday calendar for London, United Kingdom, with code 'GBLO'.
GBP - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'GBP' - British pound.
GBP_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month LIBOR index for GBP.
GBP_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month LIBOR index for GBP.
GBP_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week LIBOR index for GBP.
GBP_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month LIBOR index for GBP.
GBP_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month LIBOR index for GBP.
GBP_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month LIBOR index for GBP.
GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The SONIA index for GBP.
GBP_SONIA - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the GBP SONIA index.
GBPLIBOR12M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the GBP LIBOR 12M index.
GBPLIBOR1M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the GBP LIBOR 1M index.
GBPLIBOR3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the GBP LIBOR 3M index.
GBPLIBOR6M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the GBP LIBOR 6M index.
gearing(ValueSchedule) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder: Sets the gearing property in the builder.
gearing() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta: The meta-property for the gearing property.
gearing(ValueSchedule) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder: Sets the gearing property in the builder.
gearing() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta: The meta-property for the gearing property.
gearing(ValueSchedule) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder: Sets the gearing property in the builder.
gearing() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta: The meta-property for the gearing property.
gearing(double) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder: Sets the gearing property in the builder.
gearing() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta: The meta-property for the gearing property.
GEARING - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The gearing, that the rate is multiplied by.
GenericFuture - Class in com.opengamma.strata.finance.future: A generic futures contract based on an expiration month.
GenericFuture.Builder - Class in com.opengamma.strata.finance.future: The bean-builder for GenericFuture.
GenericFuture.Meta - Class in com.opengamma.strata.finance.future: The meta-bean for GenericFuture.
GenericFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.future: Contains function groups for built-in generic future engine functions.
GenericFutureOption - Class in com.opengamma.strata.finance.future: A generic futures option contract based on an expiration month.
GenericFutureOption.Builder - Class in com.opengamma.strata.finance.future: The bean-builder for GenericFutureOption.
GenericFutureOption.Meta - Class in com.opengamma.strata.finance.future: The meta-bean for GenericFutureOption.
GenericFutureOptionFunctionGroups - Class in com.opengamma.strata.function.calculation.future: Contains function groups for built-in generic future option engine functions.
GenericFutureOptionPvFunction - Class in com.opengamma.strata.function.calculation.future: Calculates the present value of a GenericFutureOptionTrade for each of a set of scenarios.
GenericFutureOptionPvFunction() - Constructor for class com.opengamma.strata.function.calculation.future.GenericFutureOptionPvFunction
GenericFutureOptionTrade - Class in com.opengamma.strata.finance.future: A trade in a generic futures option contract based on an expiration month.
GenericFutureOptionTrade.Builder - Class in com.opengamma.strata.finance.future: The bean-builder for GenericFutureOptionTrade.
GenericFutureOptionTrade.Meta - Class in com.opengamma.strata.finance.future: The meta-bean for GenericFutureOptionTrade.
GenericFuturePricingExample - Class in com.opengamma.strata.examples.finance: Example to illustrate using the engine to price generic Futures.
GenericFuturePricingExample() - Constructor for class com.opengamma.strata.examples.finance.GenericFuturePricingExample
GenericFuturePvFunction - Class in com.opengamma.strata.function.calculation.future: Calculates the present value of a GenericFutureTrade for each of a set of scenarios.
GenericFuturePvFunction() - Constructor for class com.opengamma.strata.function.calculation.future.GenericFuturePvFunction
GenericFutureTrade - Class in com.opengamma.strata.finance.future: A trade in a generic futures contract based on an expiration month.
GenericFutureTrade.Builder - Class in com.opengamma.strata.finance.future: The bean-builder for GenericFutureTrade.
GenericFutureTrade.Meta - Class in com.opengamma.strata.finance.future: The meta-bean for GenericFutureTrade.
get(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
get(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
get(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
get(TemporalUnit) - Method in class com.opengamma.strata.basics.date.Tenor: Gets the value of the specified unit.
get(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
get(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
get(TemporalUnit) - Method in class com.opengamma.strata.basics.schedule.Frequency: Gets the value of the specified unit.
get(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
get(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
get(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
get(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
get(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
get() - Method in interface com.opengamma.strata.collect.function.CheckedSupplier: Gets a result.
get(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Gets the value associated with the specified date.
get(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder: Gets the value associated with the specified date.
get(String) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
get(String) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
get(String) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
get(int) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
get(String) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
get(int) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
get(String) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
get(int) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
get(int) - Method in interface com.opengamma.strata.engine.calculations.function.result.ScenarioResult: Returns the result at the specified index.
get(String) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
get(int, int) - Method in class com.opengamma.strata.engine.calculations.Results: Returns the results for a target and column for a set of scenarios.
get(String) - Method in class com.opengamma.strata.engine.Column.Builder
get(String) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
get(String) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
get(String) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
get(String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
get(String) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
get(String) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
get(Class<T>, String) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig: Returns the configuration object with the specified type and name if available.
get(Class<T>, TypedString<?>) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig: Returns the configuration object with the specified type and name if available.
get(String) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
get(I) - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment: Returns a single value of data with the given ID.
get(String) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
get(I) - Method in class com.opengamma.strata.engine.marketdata.Observables: Returns a single value of data with the given ID.
get(String) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
get(String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
get(String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
get(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
get(String) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
get(String) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
get(String) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
get(String) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
get(String) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
get(String) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
get(String) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
get(String) - Method in class com.opengamma.strata.finance.equity.Equity.Builder
get(String) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
get(String) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
get(String) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
get(String) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
get(String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
get(String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
get(String) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
get(String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
get(String) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
get(String) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
get(String) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
get(String) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
get(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
get(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
get(String) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
get(String) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
get(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
get(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
get(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
get(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
get(String) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
get(String) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
get(String) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
get(String) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
get(String) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
get(String) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
get(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
get(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
get(String) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
get(String) - Method in class com.opengamma.strata.market.curve.ParRates.Builder
get(String) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
get(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMap: Gets a value by key.
get(String) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
get(String) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
get(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
get(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
get(String) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
get(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
get(String) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
get(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
get(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
get(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
getAbsoluteTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig: Gets the absolute tolerance for the root finder.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Gets the business day adjustment to apply to accrual schedule dates.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Gets the business day adjustment to apply to accrual schedule dates.
getAccrualDayCount() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Gets the day count convention to be used for calculating the accrual.
getAccrualFactor() - Method in class com.opengamma.strata.finance.rate.future.IborFuture: Gets the accrual factor, defaulted from the index if not set.
getAccrualFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Gets the periodic frequency of accrual.
getAccrualFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Gets the periodic frequency of accrual.
getAccrualMethod() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation: Gets the method of accruing overnight interest, defaulted to 'Compounded'.
getAccrualPeriods() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod: Gets the accrual periods that combine to form the payment period.
getAccrualSchedule() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg: Gets the accrual schedule.
getAdditionalData() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider: Gets the additional data, defaulted to an empty map.
getAdditionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment: Gets the addition convention to apply.
getAdditionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment: Gets the addition convention to apply.
getAdjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the end date, adjusted to be a valid business day.
getAdjustedSettleDate(LocalDate) - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets the adjusted settlement date.
getAdjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the start date, adjusted to be a valid business day.
getAdjustedStartDate(LocalDate) - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets the adjusted start date.
getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate: Gets the business day adjustment that is to be applied to the unadjusted date.
getAdjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment: Gets the business day adjustment that is performed to the result of the addition.
getAdjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment: Gets the business day adjustment that is performed to the result of the addition.
getAdjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment: Gets the business day adjustment that is performed to the result of the addition.
getAgreedFxRate() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward: Gets the FX rate agreed for the value date at the inception of the trade.
getAgreedFxRate() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward: Gets the FX rate agreed for the value date at the inception of the trade.
getAllResources(String) - Method in class com.opengamma.strata.examples.marketdata.DirectoryMarketDataBuilder
getAllResources(String) - Method in class com.opengamma.strata.examples.marketdata.JarMarketDataBuilder
getAllResources(String) - Method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder: Gets all available resources from a given subdirectory.
getAmount() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Gets the amount of the currency.
getAmount(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Gets the CurrencyAmount for the specified currency.
getAmount() - Method in class com.opengamma.strata.finance.fx.FxPayment: Gets the amount of the payment.
getAmount() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule: Gets the notional amount.
getAmount() - Method in interface com.opengamma.strata.market.amount.LegAmount: Gets the amount associated with the leg.
getAmount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount: Gets the amount associated with the leg.
getAmounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Gets the set of currency amounts.
getAmounts() - Method in class com.opengamma.strata.market.amount.LegAmounts: Gets the leg amounts.
getArguments() - Method in class com.opengamma.strata.engine.config.pricing.ConfiguredFunctionGroup: Returns the constructor arguments used when creating function instances.
getAttribute(String) - Method in interface com.opengamma.strata.finance.Attributable: Gets the value of an attribute by key.
getAttributes() - Method in interface com.opengamma.strata.finance.Attributable: Gets the entire set of additional attributes.
getAttributes() - Method in interface com.opengamma.strata.finance.Security: Gets the entire set of additional attributes.
getAttributes() - Method in class com.opengamma.strata.finance.TradeInfo: Gets the set of additional trade attributes.
getAttributes() - Method in class com.opengamma.strata.finance.UnitSecurity: Gets the extensible set of attributes.
getAvailableCountries() - Static method in class com.opengamma.strata.basics.location.Country: Obtains the set of available countries.
getAvailableCurrencies() - Static method in class com.opengamma.strata.basics.currency.Currency: Obtains the set of configured currencies.
getAvailablePairs() - Static method in class com.opengamma.strata.basics.currency.CurrencyPair: Obtains the set of configured currency pairs.
getAveragingMethod() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule: Gets the rate averaging method, defaulted to 'Unweighted'.
getBadDayConvention() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention: Gets the applicable business day convention.
getBase() - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Gets the base currency of the pair.
getBaseCurrencyAmount() - Method in class com.opengamma.strata.finance.fx.Fx: Gets the amount in the base currency, positive if receiving, negative if paying.
getBaseCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates: Gets the discount factors for the base currency of the index.
getBaseCurrencyPayment() - Method in class com.opengamma.strata.finance.fx.ExpandedFx: Gets the payment in the base currency, positive if receiving, negative if paying.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the business day adjustment to apply.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.credit.Cds: Gets the business day adjustment to apply to the start and end dates.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Gets the business day adjustment to apply to the start and end dates.
getBusinessDayAdjustment() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets the business day adjustment.
getBusinessDayAdjustment() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit: Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit: Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention: Gets the business day adjustment to apply to the start and end date.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention: Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule: Gets the business day adjustment to apply to each reset date.
getBuySell() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit: Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
getBuySell() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit: Gets whether the term deposit is 'Buy' or 'Sell'.
getBuySell() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Gets whether the FRA is buy or sell.
getBuySellProtection() - Method in class com.opengamma.strata.finance.credit.Cds: Gets whether the CDS is buy or sell.
getBuySellProtection() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Gets whether the CDS is buy or sell.
getByteSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator: Gets the byte source to access the resource.
getCalculation() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg: Gets the interest rate accrual calculation.
getCalculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults: Gets the calculation results.
getCalendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment: Gets the calendar that defines holidays and business days.
getCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment: Gets the holiday calendar that defines the meaning of a day when performing the addition.
getCashFlow(int) - Method in class com.opengamma.strata.market.amount.CashFlows: Gets the cash flow by index.
getCashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows: Gets the cash flows.
getCategory() - Method in class com.opengamma.strata.report.format.FormatSettings: Gets the category of this type.
getCauseType() - Method in class com.opengamma.strata.collect.result.FailureItem: Gets the type of the exception that caused the failure, not present if it wasn't caused by an exception.
getCdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates: Gets the underlying convention.
getCdsDateSet(LocalDate, Period[]) - Static method in class com.opengamma.strata.finance.credit.CdsDatesLogic: Gets a set of CDS dates fixed periods from an initial CDS date.
getCdsDateSet(LocalDate, int) - Static method in class com.opengamma.strata.finance.credit.CdsDatesLogic: Gets a complete set of CDS dates from some starting CDS date.
getCharSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator: Gets the char source to access the resource using UTF-8.
getCharSource(Charset) - Method in class com.opengamma.strata.collect.io.ResourceLocator: Gets the char source to access the resource specifying the character set.
getCode() - Method in class com.opengamma.strata.basics.currency.Currency: Gets the three letter ISO code.
getCode() - Method in class com.opengamma.strata.basics.location.Country: Gets the two letter ISO code.
getColumnCount() - Method in class com.opengamma.strata.engine.calculations.Results: Gets the number of columns in the results.
getColumnCount() - Method in interface com.opengamma.strata.report.Report: Gets the number of columns in the report table.
getColumnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport: Gets the column headers.
getColumnHeaders() - Method in interface com.opengamma.strata.report.Report: Gets the report column headers.
getColumnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport: Gets the column headers.
getColumnIndex() - Method in class com.opengamma.strata.engine.calculations.CalculationResult: Gets the column index of the value in the results grid.
getColumnIndex() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig: Gets the column index of the value in the results grid.
getColumnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport: Gets the keys corresponding to the columns.
getColumns() - Method in class com.opengamma.strata.engine.calculations.CalculationTasks: Returns the measures calculated by these calculations.
getColumns() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig: Gets the columns that define the calculations.
getColumns() - Method in class com.opengamma.strata.report.ReportCalculationResults: Gets the columns contained in the results.
getColumns() - Method in class com.opengamma.strata.report.trade.TradeReport: Gets the report columns, which may contain information required for formatting.
getColumns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate: Gets the columns in the report
getColumnTypes(CashFlowReport) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
getColumnTypes(R) - Method in class com.opengamma.strata.report.format.ReportFormatter: Gets the type of the data in each report column.
getColumnTypes(TradeReport) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
getCompoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule: Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
getCompoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod: Gets the compounding method to use when there is more than one accrual period, default is 'None'.
getCompoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getCompoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getConvention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment: Gets the convention used to the adjust the date if it does not fall on a business day.
getConvention() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate: Gets the underlying Ibor fixing deposit convention.
getConvention() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate: Gets the underlying term deposit convention.
getConvention() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate: Gets the underlying FRA convention.
getConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate: Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate: Gets the market convention of the swap.
getCounter() - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Gets the counter currency of the pair.
getCounterCurrencyAmount() - Method in class com.opengamma.strata.finance.fx.Fx: Gets the amount in the counter currency, positive if receiving, negative if paying.
getCounterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates: Gets the discount factors for the counter currency of the index.
getCounterCurrencyPayment() - Method in class com.opengamma.strata.finance.fx.ExpandedFx: Gets the payment in the counter currency, positive if receiving, negative if paying.
getCounterparty() - Method in class com.opengamma.strata.finance.TradeInfo: Gets the counterparty identifier, optional.
getCoupon() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Gets the coupon used to calculate fee payments.
getCoupon() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments: Gets the coupon.
getCreditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates: Gets the tenor at each curve node.
getCurrencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix: Returns the set of currencies held within this matrix.
getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Gets the set of stored currencies.
getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Gets the currency.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: Gets the currency of the index.
getCurrency() - Method in interface com.opengamma.strata.basics.index.PriceIndex: Gets the currency of the index.
getCurrency() - Method in interface com.opengamma.strata.basics.index.RateIndex: Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray: Gets the currency of the values.
getCurrency() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation: Gets the currency of the reference.
getCurrency() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets the currency.
getCurrency() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention: Gets the currency.
getCurrency() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
getCurrency() - Method in class com.opengamma.strata.finance.equity.Equity: Gets the currency that the equity is quoted in.
getCurrency() - Method in class com.opengamma.strata.finance.equity.EquityFuture: Gets the currency of the future.
getCurrency() - Method in class com.opengamma.strata.finance.future.GenericFuture: Gets the currency of the future.
getCurrency() - Method in class com.opengamma.strata.finance.future.GenericFutureOption: Gets the currency of the future.
getCurrency() - Method in class com.opengamma.strata.finance.fx.FxPayment: Gets the currency of the payment.
getCurrency() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit: Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit: Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit: Gets the primary currency, defaulted to the currency of the index.
getCurrency() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: Gets the primary currency, providing a default result if no override specified.
getCurrency() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit: Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention: Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra: Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Gets the primary currency, defaulted to the currency of the index.
getCurrency() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention: Gets the primary currency, providing a default result if no override specified.
getCurrency() - Method in class com.opengamma.strata.finance.rate.future.IborFuture: Gets the currency that the future is quoted in.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg: Gets the currency of the swap leg.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange: Gets the payment currency.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange: Gets the currency of the event.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule: Gets the currency of the swap leg associated with the notional.
getCurrency() - Method in interface com.opengamma.strata.finance.rate.swap.PaymentEvent: Gets the currency of the payment resulting from the event.
getCurrency() - Method in interface com.opengamma.strata.finance.rate.swap.PaymentPeriod: Gets the currency of the payment resulting from the period.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg: Gets the currency of the swap leg.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod: Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: Gets the currency of the swap leg.
getCurrency() - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg: Gets the currency of the leg.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Gets the leg currency.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Gets the leg currency, optional with defaulting getter.
getCurrency() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter: Gets the currency matched by this filter.
getCurrency() - Method in class com.opengamma.strata.market.id.DiscountCurveId: Gets the currency of the discounting curve.
getCurrency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId: Gets the currency.
getCurrency() - Method in interface com.opengamma.strata.market.id.RateCurveId: Returns the currency of the curve.
getCurrency() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
getCurrency() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId: Gets the currency of the discount factors that are required.
getCurrency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey: Gets the currency of the discount curve that is required.
getCurrency() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey: Gets the currency of the discount factors that are required.
getCurrency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey: Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity: Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity: Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity: Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity: Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity: Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity: Gets the currency of the sensitivity.
getCurrency() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity: Gets the currency of the point sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity: Gets the currency of the sensitivity.
getCurrency() - Method in interface com.opengamma.strata.market.value.DiscountFactors: Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors: Gets the currency that the discount factors are for.
getCurrency() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors: Gets the currency that the discount factors are for.
getCurrency() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity: Gets the currency for which the sensitivity is computed.
getCurrencyPair() - Method in interface com.opengamma.strata.basics.index.FxIndex: Gets the currency pair of the index.
getCurrencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex: Gets the currency pair.
getCurrencyPair() - Method in class com.opengamma.strata.basics.market.FxRateId: Gets the currency pair whose rate this identifies.
getCurve() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve: Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues: Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors: Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors: Gets the underlying curve.
getCurveConfig() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry: Gets the configuration of the curve.
getCurveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates: Gets the underlying convention.
getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity: Gets the currency of the curve for which the sensitivity is computed.
getCurveDate() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey: Gets the curve date.
getCurveGroup() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey: Gets the curve group.
getCurveGroup() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName: Gets the curve group.
getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping: Gets the name of the curve group from which discounting curves should be taken.
getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping: Gets the name of the curve group from which the curve should be taken.
getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping: Gets the name of the curve group from which discounting curves should be taken.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId: Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.ParRatesId: Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.RateIndexCurveId: Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId: Gets the name of the curve group containing the curve.
getCurveMetadata() - Method in class com.opengamma.strata.market.curve.ParRates: Gets the metadata for the curve.
getCurveName() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey: Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName: Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter: Gets the name of the curve matched by this filter.
getCurveName() - Method in interface com.opengamma.strata.market.curve.CurveMetadata: Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata: Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.id.ParRatesId: Gets the name of the curve.
getCurveName() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity: Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity: Gets the curve name.
getCurveName() - Method in interface com.opengamma.strata.market.value.DiscountFactors: Gets the name of the underlying curve.
getCurveName() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
getCurveName() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
getCurveName() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
getCurveName() - Method in interface com.opengamma.strata.market.value.IborIndexRates: Gets the name of the underlying curve.
getCurveName() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates: Gets the name of the underlying curve.
getCurveName() - Method in interface com.opengamma.strata.market.value.PriceIndexValues: Gets the name of the underlying curve.
getCurveName() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
getCurveName() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
getData() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport: Gets the cashflow data table.
getData() - Method in class com.opengamma.strata.report.trade.TradeReport: Gets the results table.
getDate() - Method in class com.opengamma.strata.basics.value.ValueStep: Gets the date of the schedule period boundary at which the change occurs.
getDate() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint: Gets the date.
getDate() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode: Gets the date that the curve node value applies to.
getDate() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata: Gets the date of the curve node.
getDate() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata: Gets the date of the curve node.
getDate() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata: Gets the date of the curve node.
getDate() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity: Gets the date that was looked up on the curve.
getDayCount() - Method in interface com.opengamma.strata.basics.index.IborIndex: Gets the day count convention of the index.
getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Gets the day count convention.
getDayCount() - Method in interface com.opengamma.strata.basics.index.OvernightIndex: Gets the day count convention of the index.
getDayCount() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings: Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments: Gets the day count convention.
getDayCount() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets the day count convention.
getDayCount() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
getDayCount() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit: Gets the day count convention applicable, defaulted to the day count of the index.
getDayCount() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit: Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention: Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Gets the day count convention applicable, defaulted to the day count of the index.
getDayCount() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention: Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation: Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation: Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig: Gets the day count, optional.
getDayCount() - Method in interface com.opengamma.strata.market.curve.CurveMetadata: Gets the day count, optional.
getDayCount() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata: Gets the day count, optional.
getDayCount() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider: Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider: Gets the day count applicable to the model.
getDays() - Method in class com.opengamma.strata.basics.date.DaysAdjustment: Gets the number of days to be added.
getDecimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding: Gets the number of decimal places to round to.
getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException: Gets the invalid schedule definition.
getDefinition() - Method in class com.opengamma.strata.engine.Column: Gets the definition of the column which specifies the column name and the measures it contains.
getDepositPeriod() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate: Gets the period between the start date and the end date.
getDepositPeriod() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate: Gets the period between the start date and the end date.
getDiscountCurve(Currency) - Method in class com.opengamma.strata.market.curve.CurveGroup: Returns the discount curve for the currency if there is one in the group.
getDiscountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup: Gets the discount curves in the group, keyed by currency.
getDiscountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider: Gets the discount curves, defaulted to an empty map.
getDiscountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow: Gets the discount factor.
getDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates: Gets the underlying discount factor curve.
getDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates: Gets the underlying discount factor curve.
getDiscounting() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra: Gets the method to use for discounting.
getDiscounting() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
getDiscounting() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention: Gets the method to use for discounting, providing a default result if no override specified.
getDiscountingCurrency() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry: Gets the currency for which the curve provides discount rates, not present if it is not used for discounting.
getEarliestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Get the earliest date contained in this time-series.
getEarliestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Get the value held for the earliest date contained in this time-series.
getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex: Gets the adjustment applied to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets the adjustment applied to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Gets the number of days to add to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex: Gets the number of days to add to the fixing date to obtain the effective date.
getEffectiveEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the effective business day adjustment to apply to the end date.
getEffectiveFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the effective first regular start date.
getEffectiveLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the effective last regular end date.
getEffectiveResultCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment: Gets the holiday calendar that will be applied to the result.
getEffectiveRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the effective roll convention defining how to roll dates.
getEffectiveStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the effective business day adjustment to apply to the start date.
getEndDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo: Gets the end date of the schedule.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the end date, which is the end of the last schedule period.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the end date of the schedule.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Gets the end date of this period, used for financial calculations such as interest accrual.
getEndDate() - Method in class com.opengamma.strata.finance.credit.Cds: Gets the scheduled date on which the credit protection will lapse.
getEndDate() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Gets the date that the contract expires and protection ends.
getEndDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit: Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit: Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit: Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit: Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra: Gets the end date, which is the termination date of the FRA.
getEndDate() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Gets the end date, which is the termination date of the FRA.
getEndDate() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation: Gets the last date in the fixing period.
getEndDate() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation: Gets the last date in the fixing period.
getEndDate() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg: Gets the end date of the leg.
getEndDate() - Method in interface com.opengamma.strata.finance.rate.swap.PaymentPeriod: Gets the end date of the period.
getEndDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod: Gets the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg: Gets the end date of the leg.
getEndDate() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod: Gets the end date of the period.
getEndDate() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: Gets the end date of the leg.
getEndDate() - Method in class com.opengamma.strata.finance.rate.swap.Swap: Gets the end date of the swap.
getEndDate() - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg: Gets the end date of the leg.
getEndDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity: Gets the end date of the period.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the optional business day adjustment to apply to the end date.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates: Gets the end date at each curve node.
getEndExclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange: Gets the end date, exclusive.
getEndInclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange: Gets the end date, inclusive.
getEntries() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig: Gets the configuration for building the curves in the group.
getEntry(CurveName) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig: Returns the entry for the curve group with the given name if there is a curve with the specified name.
getExpectedType() - Method in class com.opengamma.strata.examples.report.JodaBeanParameterConverter
getExpectedType() - Method in class com.opengamma.strata.examples.report.PortfolioParameterConverter
getExpirationDate() - Method in class com.opengamma.strata.finance.equity.EquityFuture: Gets the expiration date of the contract.
getExpirationDate() - Method in class com.opengamma.strata.finance.future.GenericFuture: Gets the expiration date, optional.
getExpirationDate() - Method in class com.opengamma.strata.finance.future.GenericFutureOption: Gets the expiration date, optional.
getExpirationDate() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption: Gets the expiration date of the option.
getExpirationDateTime() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption: Gets the expiration date-time.
getExpirationMonth() - Method in class com.opengamma.strata.finance.future.GenericFuture: Gets the expiration month.
getExpirationMonth() - Method in class com.opengamma.strata.finance.future.GenericFutureOption: Gets the expiration month.
getExpirationTime() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption: Gets the expiration time of the option.
getExpirationZone() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption: Gets the time-zone of the expiration time.
getExpiry() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId: Gets the year and month of the futures expiry date.
getExpiry() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity: Gets the expiry date/time of the option.
getExpiryDate() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption: Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption: Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity: Gets the expiration date of the option.
getExpiryDateTime() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption: Gets the expiry date-time.
getExpiryDateTime() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption: Gets the expiry date-time.
getExpiryTime() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption: Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption: Gets the expiry time of the option.
getExpiryZone() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption: Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption: Gets the time-zone of the expiry time.
getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Gets the extrapolator for x-values on the left, defaulted to 'Flat".
getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Gets the extrapolator for x-values on the right, defaulted to 'Flat".
getFailure() - Method in class com.opengamma.strata.collect.result.Result: Returns the failure instance indicating the reason why the calculation failed.
getFarLeg() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap: Gets the foreign exchange transaction at the later date.
getFarLeg() - Method in class com.opengamma.strata.finance.fx.FxSwap: Gets the foreign exchange transaction at the later date.
getFeeLeg() - Method in class com.opengamma.strata.finance.credit.Cds: Gets the fee leg.
getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableId: Gets the field name in the market data record that contains the market data item.
getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableKey: Gets the field name in the market data record that contains the market data item.
getFieldName() - Method in class com.opengamma.strata.market.id.IndexRateId: Gets the field name in the market data record that contains the market data item, for example market value.
getFieldName() - Method in class com.opengamma.strata.market.id.QuoteId: Gets the field name in the market data record that contains the data.
getFieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey: Gets the field name in the market data record that is required.
getFieldName() - Method in class com.opengamma.strata.market.key.QuoteKey: Gets the field name in the market data record that is required.
getFilter() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping: Gets the filter that decides whether the perturbations should be applied to a piece of market data.
getFinalStub() - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the final stub if it exists.
getFinalStub() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: Gets the rate to be used in final stub, optional.
getFirst() - Method in class com.opengamma.strata.collect.tuple.DoublesPair: Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair: Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair: Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair: Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.Pair: Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.Triple: Gets the first element in this pair.
getFirstPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the first schedule period.
getFirstRegularRate() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: Gets the first rate of the first regular reset period, optional.
getFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the optional start date of the first regular schedule period, which is the end date of the initial stub.
getFixedAmount() - Method in class com.opengamma.strata.finance.credit.SinglePayment: Gets the fixed payment amount.
getFixedDayCount() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention: Gets the fixed day count convention.
getFixedLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention: Gets the market convention of the fixed leg.
getFixedPaymentFrequency() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention: Gets the payment periodic frequency.
getFixedRate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit: Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit: Gets the fixed interest rate to be paid.
getFixedRate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra: Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing: Gets the fixed rate for the fixing date, optional.
getFixedRate() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation: Gets the fixed rate to use in the stub.
getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.FxIndex: Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.IborIndex: Gets the fixing calendar of the index.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex: Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Gets the calendar that the index uses.
getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.OvernightIndex: Gets the fixing calendar of the index.
getFixingDate() - Method in class com.opengamma.strata.finance.rate.future.IborFuture: Gets the applicable fixing date.
getFixingDate() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing: Gets the fixing date to use to determine a rate for the reset period.
getFixingDate() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation: Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.finance.rate.IborRateObservation: Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.finance.rate.swap.FxReset: Gets the date of the FX reset fixing.
getFixingDate() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange: Gets the date of the FX reset fixing.
getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity: Gets the fixing date to query the rate for
getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity: Gets the underlying future last trading or fixing date.
getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity: Gets the fixing date that was looked up on the curve.
getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity: Gets the fixing date that was looked up on the curve.
getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex: Gets the adjustment applied to the effective date to obtain the fixing date.
getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets the adjustment applied to the effective date to obtain the fixing date.
getFixingDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit: Gets the offset of the fixing date from the start date.
getFixingDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: Gets the offset of the fixing date from the start date, providing a default result if no override specified.
getFixingDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Gets the offset of the fixing date from the start date.
getFixingDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention: Gets the offset of the fixing date from the start date, providing a default result if no override specified.
getFixingDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation: Gets the offset of the FX reset fixing date from each adjusted accrual date.
getFixingDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: Gets the offset of the fixing date from each adjusted reset date.
getFixingDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: The offset of the fixing date from each adjusted reset date, providing a default result if no override specified.
getFixingRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation: Gets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Gets the base date that each fixing is made relative to, optional with defaulting getter.
getFixings() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation: Gets the list of fixings.
getFlatLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention: Gets the market convention of the floating leg that does not have the spread applied.
getFloatingLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention: Gets the market convention of the floating leg.
getFloatingRate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit: Gets the floating rate of interest.
getFloatingRate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra: Gets the floating rate of interest.
getFormatter() - Method in class com.opengamma.strata.report.format.FormatSettings: Gets the formatter to use to convert this type into a string.
getForward() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity: Gets the underlying swap forward rate.
getForwardCurve(Index) - Method in class com.opengamma.strata.market.curve.CurveGroup: Returns the forward curve for the index if there is one in the group.
getForwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup: Gets the forward curves in the group, keyed by currency.
getFraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding: Gets the fraction of the smallest decimal place to round to.
getFrequency() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo: Gets the periodic frequency of the schedule period.
getFrequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the regular periodic frequency to use.
getFrequency() - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the periodic frequency used when building the schedule.
getFunctionArguments() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig: Gets the constructor arguments from the pricing rules, used when creating the function instance.
getFunctionArguments() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup: Gets the arguments used when creating functions.
getFunctionConfig() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig: Gets configuration of the function that will calculate the value.
getFunctionConfig() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup: Gets the functions in the group, keyed by the measure they calculate.
getFunctionGroup() - Method in class com.opengamma.strata.engine.config.pricing.ConfiguredFunctionGroup: Returns the function group.
getFutureIndex() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
getFutureIndex() - Method in interface com.opengamma.strata.pricer.rate.future.NormalVolatilityIborFutureProvider: Returns the index on which the underlying future is based.
getFuturePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity: Gets the underlying future price.
getFutureValue() - Method in class com.opengamma.strata.market.amount.CashFlow: Gets the future value of the cash flow.
getFxRateProvider() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates: Gets the provider of FX rates.
getFxReset() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule: Gets the FX reset definition, optional.
getFxReset() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod: Gets the FX reset definition, optional.
getGearing() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation: Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation: Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod: Gets the gearing multiplier, defaulted to 1.
getGlobalValue(K) - Method in interface com.opengamma.strata.engine.marketdata.CalculationMarketData: Returns a single value that is valid for all scenarios.
getGlobalValue(K) - Method in class com.opengamma.strata.engine.marketdata.DefaultCalculationMarketData
getGlobalValue(MarketDataId<T>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData: Returns a single value that is valid for all scenarios.
getHeader() - Method in class com.opengamma.strata.report.trade.TradeReportColumn: Gets the column header.
getHolidayCalendar() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention: Gets the applicable holiday calendar.
getHolidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar: Gets the set of holiday dates.
getIborIndices() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry: Gets the IBOR indices for which the curve provides forward rates.
getId() - Method in class com.opengamma.strata.finance.TradeInfo: Gets the primary identifier for the trade, optional.
getIdentifier() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata: Returns an object used to identify the parameter so it can be referenced when creating scenarios.
getIdentifier() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata: Gets the identifier, which is the label.
getIdentifier() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata: Gets the identifier, which is the tenor.
getIdentifier() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata: Gets the identifier, which is the year-month.
getIdForKey(K) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
getIdForKey(K) - Method in interface com.opengamma.strata.engine.marketdata.mapping.MarketDataMapping: Returns a market data ID which uniquely identifies the piece of market data referred to by the key.
getIdForKey(K) - Method in interface com.opengamma.strata.engine.marketdata.mapping.MarketDataMappings: Returns a market data ID which uniquely identifies the piece of market data referred to by the key.
getIdForKey(MarketDataKey<Void>) - Method in class com.opengamma.strata.engine.marketdata.mapping.MissingMapping
getIdForKey(DiscountCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
getIdForKey(RateIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
getIdForKey(DiscountFactorsKey) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
getIdForObservableKey(ObservableKey) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
getIdForObservableKey(ObservableKey) - Method in interface com.opengamma.strata.engine.marketdata.mapping.MarketDataMappings: Gets the market data ID for an item of observable market data given its key.
getIndex() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward: Gets the index defining the FX rate to observe on the fixing date.
getIndex() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward: Gets the index defining the FX rate to observe on the fixing date.
getIndex() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit: Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Gets the IBOR-like index.
getIndex() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention: Gets the IBOR-like index.
getIndex() - Method in class com.opengamma.strata.finance.rate.future.IborFuture: Gets the underlying IBOR-like index.
getIndex() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation: Gets the IBOR-like index.
getIndex() - Method in class com.opengamma.strata.finance.rate.IborRateObservation: Gets the IBOR-like index.
getIndex() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation: Gets the index of prices.
getIndex() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation: Gets the index of prices.
getIndex() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation: Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation: Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.FxReset: Gets the FX index used to obtain the FX reset rate.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation: Gets the FX index used to obtain the FX reset rate.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange: Gets the FX index used to obtain the FX reset rate.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: Gets the IBOR-like index.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation: Gets the index of prices.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation: Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation: Gets the IBOR-like index to be used for the stub.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Gets the IBOR-like index.
getIndex() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter: Gets the curve index.
getIndex() - Method in class com.opengamma.strata.market.id.IndexRateId: Gets the index.
getIndex() - Method in class com.opengamma.strata.market.id.RateIndexCurveId: Gets the index of the curve.
getIndex() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey: Gets the index that is required.
getIndex() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey: Gets the index that is required.
getIndex() - Method in class com.opengamma.strata.market.key.IndexRateKey: Gets the index of the market data that is required.
getIndex() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey: Gets the index that is required.
getIndex() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey: Gets the index that is required.
getIndex() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey: Gets the index of the curve that is required.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity: Gets the index of the FX for which the sensitivity is computed.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity: Gets the index on which the underlying future fixes.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity: Gets the index of the curve for which the sensitivity is computed.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity: Gets the index of the curve for which the sensitivity is computed.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity: Gets the index of the curve for which the sensitivity is computed.
getIndex() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates: Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates: Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates: Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues: Gets the index that the values are for.
getIndex() - Method in interface com.opengamma.strata.market.value.FxIndexRates: Gets the FX index.
getIndex() - Method in interface com.opengamma.strata.market.value.IborIndexRates: Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates: Gets the Overnight index.
getIndex() - Method in interface com.opengamma.strata.market.value.PriceIndexValues: Gets the Price index.
getIndex() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider: Gets the Ibor index of the underlying swap.
getIndex() - Method in interface com.opengamma.strata.pricer.provider.NormalVolatilitySwaptionProvider: Returns the index on which the underlying swap is based.
getIndex() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider: Gets the Ibor index of the underlying future.
getIndex() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity: Gets the index on which the underlying swap is based.
getIndexAnnexVersion() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation: Gets the CDS index series version identifier.
getIndexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider: Gets the forward curves, defaulted to an empty map.
getIndexId() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation: Gets the CDS index identifier, such as a RED pair code.
getIndexInterpolated() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Gets the second IBOR-like index to be used for linear interpolation, optional.
getIndexInterpolated() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation: Gets the second IBOR-like index to be used for the stub, linearly interpolated.
getIndexSeries() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation: Gets the CDS index series identifier.
getInitialPrice() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade: Gets the initial price of the future.
getInitialPrice() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade: Gets the initial price of the future, represented in decimal form.
getInitialPrice() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade: Gets the initial price of the future, represented in decimal form.
getInitialPrice() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade: Gets the initial price of the option, represented in decimal form.
getInitialPrice() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade: Gets the initial price of the future, represented in decimal form.
getInitialStub() - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the initial stub if it exists.
getInitialStub() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: Gets the rate to be used in initial stub, optional.
getInitialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule: Gets the initial value.
getInterest() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit: Gets the accrued interest.
getInterpolator() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings: Gets the interpolator.
getInterpolator() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig: Gets the interpolator used to find points on the curve.
getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Gets the interpolator.
getItems() - Method in class com.opengamma.strata.collect.result.Failure: Gets the set of failure items.
getItems() - Method in class com.opengamma.strata.engine.calculations.Results: Gets the results, with results for each target grouped together, ordered by column.
getKey() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId: Gets the key identifying the market data required for the calculation.
getKey() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId: Gets a market data key identifying market data required for a calculation.
getLabel() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode: Gets the label to use for the node.
getLabel() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata: Gets the label that describes the parameter.
getLabel() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata: Gets the label that describes the node, defaulted to the tenor.
getLabel() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata: Gets the label that describes the node, defaulted to the tenor.
getLabel() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata: Gets the label that describes the node, defaulted to the year-month.
getLag() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation: Gets the positive period between the price index and the accrual date, typically a number of months.
getLastPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the last schedule period.
getLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the optional end date of the last regular schedule period, which is the start date of the final stub.
getLastTradeDate() - Method in class com.opengamma.strata.finance.rate.future.IborFuture: Gets the last date of trading.
getLatestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Get the latest date contained in this time-series.
getLatestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Get the value held for the latest date contained in this time-series.
getLeftExtrapolator() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings: Gets the left extrapolator.
getLeftExtrapolator() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig: Gets the extrapolator used to find points to the left of the leftmost point on the curve.
getLeg(PayReceive) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap: Gets the first pay or receive leg of the swap.
getLeg(PayReceive) - Method in class com.opengamma.strata.finance.rate.swap.Swap: Gets the first pay or receive leg of the swap.
getLegCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount: Gets the currency of the leg.
getLegPricer() - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer: Returns the pricer used to price the legs.
getLegs(SwapLegType) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap: Gets the legs of the swap with the specified type.
getLegs() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap: Gets the legs of the swap.
getLegs(SwapLegType) - Method in class com.opengamma.strata.finance.rate.swap.Swap: Gets the legs of the swap with the specified type.
getLegs() - Method in class com.opengamma.strata.finance.rate.swap.Swap: Gets the legs of the swap.
getLegType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount: Gets the type of the leg, such as Fixed or Ibor.
getLocator() - Method in class com.opengamma.strata.collect.io.ResourceLocator: Gets the string form of the locator.
getLongIndex() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation: Gets the longer IBOR-like index.
getLongShort() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption: Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption: Gets whether the option is long or short.
getMap() - Method in class com.opengamma.strata.market.explain.ExplainMap: Gets the map of explanatory values.
getMappings() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule: Gets the mappings returned from all calls to AllTargetsMarketDataRule.mappings(CalculationTarget).
getMappings() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings: Gets mappings that translate data requests from calculators into requests that can be used to look up the data in the global set of market data.
getMappings() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition: Gets the market data filters and perturbations that define the scenarios.
getMarketData() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult: Gets the market data that was successfully built.
getMarketData() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult: Gets the market data that was successfully built.
getMarketDataConfig() - Method in class com.opengamma.strata.engine.CalculationRules: Gets the configuration needed to build non-observable market data, for example curves or surfaces.
getMarketDataEnvironment() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData: Returns a market data environment containing the calibrated market data in this data set.
getMarketDataEnvironment() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData: Returns a market data environment containing the calibrated market data in this data set.
getMarketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId: Gets the market data feed used when looking up the underlying market quotes for the rate.
getMarketDataFeed() - Method in interface com.opengamma.strata.basics.market.ObservableId: Gets the market data feed from which the market data should be retrieved.
getMarketDataFeed() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings: Gets market data feed system that is the source of observable market data, for example Bloomberg or Reuters.
getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping: Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping: Gets the market data feed used to source any quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping: Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId: Gets the market data feed which provides quotes used to build curves in the group.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId: Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId: Gets the market data feed from which the market data should be retrieved.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.ParRatesId: Gets the market data feed providing the market quotes.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId: Gets the market data feed from which the market data should be retrieved.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.RateIndexCurveId: Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId: Gets the market data feed which provides quotes used to build the curve.
getMarketDataIdType() - Method in interface com.opengamma.strata.engine.marketdata.functions.MarketDataFunction: Returns the type of market data ID this function can handle.
getMarketDataIdType() - Method in class com.opengamma.strata.engine.marketdata.functions.MissingMappingMarketDataFunction
getMarketDataIdType() - Method in class com.opengamma.strata.engine.marketdata.NoMatchingRulesMarketDataFunction
getMarketDataIdType() - Method in interface com.opengamma.strata.engine.marketdata.scenarios.MarketDataFilter: Returns the type of market data ID handled by this filter.
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.DiscountingCurveMarketDataFunction
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.ParRatesMarketDataFunction
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.RateIndexCurveMarketDataFunction
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.ZeroRateDiscountFactorsMarketDataFunction
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
getMarketDataKeyType() - Method in interface com.opengamma.strata.engine.marketdata.mapping.MarketDataMapping
getMarketDataKeyType() - Method in class com.opengamma.strata.engine.marketdata.mapping.MissingMapping: Throws UnsupportedOperationException as this method should never be called.
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
getMarketDataMappings() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig: Gets mappings that specify the market data that should be used in the calculation.
getMarketDataRequirements() - Method in class com.opengamma.strata.engine.calculations.CalculationTasks: Returns IDs for the market data required for all calculations.
getMarketDataRules() - Method in class com.opengamma.strata.engine.CalculationRules: Gets the rules defining what market data should be used in each calculation.
getMarketDataRules() - Method in class com.opengamma.strata.engine.Column: Gets the market data rules that apply to this column in addition to the default rules.
getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateId
getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateKey
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataId: Returns the type of market data that is being identified.
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataKey: Returns the type of market data identified by the key.
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableId
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableKey
getMarketDataType() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
getMarketDataType() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
getMarketDataType() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping: Gets the type of market data handled by this mapping.
getMarketDataType() - Method in class com.opengamma.strata.market.id.CurveGroupId
getMarketDataType() - Method in interface com.opengamma.strata.market.id.CurveId
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
getMarketDataType() - Method in class com.opengamma.strata.market.id.ParRatesId
getMarketDataType() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
getMarketDataType() - Method in interface com.opengamma.strata.market.key.CurveKey
getMarketDataType() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
getMarketDataType() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
getMarketDataType() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
getMarketDataType() - Method in class com.opengamma.strata.market.key.IndexRateKey
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
getMarketDataType() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
getMarketDataType() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex: Gets the adjustment applied to the effective date to obtain the maturity date.
getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex: Gets the adjustment applied to the fixing date to obtain the maturity date.
getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets the adjustment applied to the effective date to obtain the maturity date.
getMaximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig: Gets the maximum number of steps for the root finder.
getMeasure(CalculationTarget) - Method in class com.opengamma.strata.engine.Column: Returns the measure displayed in the column for the target.
getMeasure(CalculationTarget) - Method in interface com.opengamma.strata.engine.ColumnDefinition: Returns the measure displayed in the column for the target
getMessage() - Method in class com.opengamma.strata.collect.result.Failure: Gets the error message associated with the failure.
getMessage() - Method in class com.opengamma.strata.collect.result.FailureItem: Gets the error message associated with the failure.
getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve: Gets the curve metadata.
getMetadata() - Method in interface com.opengamma.strata.market.curve.Curve: Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
getMetadata() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity: Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity: Gets the curve metadata.
getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency: Gets the number of digits in the minor unit.
getMmDayCount() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention: Gets the day count convention.
getModifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment: Gets the value used to modify the base value.
getName() - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention: Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.basics.date.DayCount: Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Gets the name that uniquely identifies this calendar.
getName() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar: Gets the calendar name.
getName() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention: Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.basics.index.FxIndex: Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.IborIndex: Gets the name that uniquely identifies this index.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex: Gets the FX index name.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets the index name, such as 'GBP-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Gets the index name, such as 'GBP-SONIA'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: Gets the index name, such as 'GB-HICP'.
getName() - Method in interface com.opengamma.strata.basics.index.OvernightIndex: Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.PriceIndex: Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.schedule.RollConvention: Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.collect.named.Named: Gets the unique name of the instance.
getName() - Method in class com.opengamma.strata.engine.Column: Returns the column name
getName() - Method in interface com.opengamma.strata.engine.ColumnDefinition: Returns the column name
getName() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup: Gets the name of this function group.
getName() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
getName() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention
getName() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
getName() - Method in class com.opengamma.strata.finance.UnitSecurity: Gets the name of the security, defaulted to an empty string.
getName() - Method in interface com.opengamma.strata.market.curve.config.CurveConfig: Returns the curve name.
getName() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig: Gets the name of the curve group.
getName() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig: Gets the curve name.
getName() - Method in interface com.opengamma.strata.market.curve.Curve: Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.CurveGroup: Gets the name of the curve group.
getName() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates: Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates: Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
getName() - Method in class com.opengamma.strata.market.id.CurveGroupId: Gets the name of the curve group.
getNearLeg() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap: Gets the foreign exchange transaction at the earlier date.
getNearLeg() - Method in class com.opengamma.strata.finance.fx.FxSwap: Gets the foreign exchange transaction at the earlier date.
getNegativeRateMethod() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: Gets the negative rate method, defaulted to 'AllowNegative'.
getNegativeRateMethod() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation: Gets the negative rate method, defaulted to 'AllowNegative'.
getNegativeRateMethod() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod: Gets the negative rate method, defaulted to 'AllowNegative'.
getNextCdsDate(LocalDate) - Static method in class com.opengamma.strata.finance.credit.CdsDatesLogic: Finds the next CDS date after the specified date.
getNextIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.finance.credit.CdsDatesLogic: Finds the next CDS index roll date after the specified date.
getNodes() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig: Gets the nodes in the curve.
getNonDeliverableCurrency() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward: Gets the non-deliverable currency.
getNonDeliverableCurrency() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward: Gets the non-deliverable currency.
getNonObservables() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements: Gets keys identifying the market data values required for the calculations.
getNotional() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Gets the notional amount used to calculate fee payments.
getNotional() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments: Gets the notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e.
getNotional() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit: Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit: Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit: Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit: Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra: Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.finance.rate.future.IborFuture: Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange: Gets the notional amount, positive if receiving, negative if paying.
getNotional() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod: Gets the notional amount, positive if receiving, negative if paying.
getNotionalAmount() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange: Gets the notional as a CurrencyAmount.
getNotionalAmount() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod: Gets the notional as a CurrencyAmount.
getNotionalSchedule() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg: Gets the notional schedule.
getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates: Gets the number of nodes.
getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates: Gets the number of nodes.
getObservables() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData: Returns the observable market data in this set of data.
getObservables() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements: Gets keys identifying the market data values required for the calculations.
getObservables() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData: Returns the observable market data in this set of data.
getObservableValues(Set<? extends ObservableId>) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup: Returns a map of observable market data values for a set of IDs.
getOutputCurrencies() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements: Gets the currencies used in the calculation results.
getOutputCurrencies() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements: Gets the currencies in the calculation results.
getOvernightIndices() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry: Gets the overnight indices for which the curve provides forward rates.
getPair() - Method in class com.opengamma.strata.basics.currency.FxRate: Gets the currency pair.
getPair() - Method in class com.opengamma.strata.basics.market.FxRateKey: Gets the currency pair that is required.
getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
getParameterCount() - Method in interface com.opengamma.strata.market.curve.Curve: Gets the number of parameters in the curve.
getParameterCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
getParameterCount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
getParameterCount() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity: Gets the number of parameters in the curve.
getParameterCount() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity: Gets the number of parameters in the curve.
getParameterCount() - Method in interface com.opengamma.strata.market.value.DiscountFactors: Gets the number of parameters defining the curve.
getParameterCount() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
getParameterCount() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
getParameterCount() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
getParameterCount() - Method in interface com.opengamma.strata.market.value.IborIndexRates: Gets the number of parameters defining the curve.
getParameterCount() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates: Gets the number of parameters defining the curve.
getParameterCount() - Method in interface com.opengamma.strata.market.value.PriceIndexValues: Gets the number of parameters defining the curve.
getParameterCount() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
getParameterCount() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
getParameters() - Method in interface com.opengamma.strata.market.curve.CurveMetadata: Gets metadata about each parameter underlying the curve, optional.
getParameters() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata: Gets the metadata about the parameters.
getParameters() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider: Gets the normal volatility surface.
getParRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates: Gets the par rate at each curve node.
getParRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates: Gets the par rate at each curve node.
getPayAccruedOnDefault() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets whether the accrued premium is paid in the event of a default.
getPayAccruedOnDefault() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
getPayLeg() - Method in class com.opengamma.strata.finance.rate.swap.Swap: Gets the first pay leg of the swap.
getPaymentAmount() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange: Gets the amount of the notional exchange.
getPaymentBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
getPaymentDate() - Method in class com.opengamma.strata.finance.credit.SinglePayment: Gets the adjusted payment date.
getPaymentDate() - Method in class com.opengamma.strata.finance.fx.ExpandedFx: Returns the date that the transaction settles.
getPaymentDate() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward: Gets the date that the forward settles.
getPaymentDate() - Method in class com.opengamma.strata.finance.fx.Fx: Gets the date that the FX settles.
getPaymentDate() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward: Gets the date that the forward settles.
getPaymentDate() - Method in class com.opengamma.strata.finance.fx.FxPayment: Gets the date that the payment is made.
getPaymentDate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra: Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange: Gets the date that the payment is made.
getPaymentDate() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange: Gets the date that the payment is made.
getPaymentDate() - Method in interface com.opengamma.strata.finance.rate.swap.PaymentEvent: Gets the date that the payment is made.
getPaymentDate() - Method in interface com.opengamma.strata.finance.rate.swap.PaymentPeriod: Gets the date that the payment is made.
getPaymentDate() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod: Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow: Gets the payment date.
getPaymentDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Gets the offset of the payment date from the start date, optional.
getPaymentDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention: Gets the offset of the payment date from the start date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule: Gets the offset of payment from the base calculation period date.
getPaymentDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentEvents() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg: Gets the payment events that are associated with the swap leg.
getPaymentEvents() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: Gets the additional payment events that are associated with the swap leg.
getPaymentFrequency() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments: Gets the periodic frequency defining when payments are made.
getPaymentFrequency() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets the payment frequency.
getPaymentFrequency() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
getPaymentFrequency() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule: Gets the periodic frequency of payments.
getPaymentFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentInterval() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Gets the nominal period between premium payments, such as 3 months or 6 months.
getPaymentPeriods() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg: Gets the payment periods that combine to form the swap leg.
getPaymentPeriods() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: Gets the payment periods that combine to form the swap leg.
getPaymentRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule: Gets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
getPaymentSchedule() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg: Gets the payment schedule.
getPayReceive() - Method in class com.opengamma.strata.finance.fx.FxPayment: Gets a flag indicating whether the value is to be paid or received.
getPayReceive() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg: Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg: Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: Gets whether the leg is pay or receive.
getPayReceive() - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg: Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount: Gets whether the leg is pay or receive.
getPeriod() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment: Gets the period to be added.
getPeriod() - Method in class com.opengamma.strata.basics.date.Tenor: Gets the underlying period of the tenor.
getPeriod() - Method in class com.opengamma.strata.basics.schedule.Frequency: Gets the underlying period of the frequency.
getPeriod(int) - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets a schedule period by index.
getPeriodEndDate(LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo: Gets the end date of the schedule period.
getPeriodEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule: Finds the period end date given a date in the period.
getPeriodicPayments() - Method in class com.opengamma.strata.finance.credit.FeeLeg: Gets the periodic schedule of payments.
getPeriodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep: Gets the index of the schedule period boundary at which the change occurs.
getPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the schedule periods.
getPeriodToEnd() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate: Gets the period between the spot value date and the end date.
getPeriodToStart() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate: Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate: Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate: Gets the period between the spot value date and the start date.
getPerturbationCount() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping: Returns the number of perturbations in this mapping.
getPerturbations() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping: Gets perturbations that should be applied to market data over multiple calculation cycles as part of a scenario.
getPremium() - Method in class com.opengamma.strata.finance.equity.EquityTrade: Gets the premium paid for the trade.
getPremium() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade: Gets the premium of the swaption.
getPremiumStyle() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption: Gets the style of the option premium.
getPresentValue() - Method in class com.opengamma.strata.market.amount.CashFlow: Gets the present value of the cash flow.
getPrevCdsDate(LocalDate) - Static method in class com.opengamma.strata.finance.credit.CdsDatesLogic: Finds the previous CDS date after the specified date.
getPriceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider: Gets the price index values, defaulted to an empty map.
getPricingRules() - Method in class com.opengamma.strata.engine.CalculationRules: Gets the rules defining how calculations should be performed.
getPricingRules() - Method in class com.opengamma.strata.engine.Column: Gets the pricing rules that apply to this column in addition to the default rules.
getProduct() - Method in class com.opengamma.strata.finance.credit.CdsTrade: Gets the credit default swap that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade: Gets the product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade: Gets the FX swap product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.fx.FxTrade: Gets the product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade: Gets the FX option product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.finance.ProductTrade: Gets the underlying product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade: Gets the Ibor fixing deposit product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade: Gets the term deposit product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade: Gets the FRA product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade: Gets the swap product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade: Gets the swaption product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.finance.Security: Gets the product underlying the security.
getProduct() - Method in interface com.opengamma.strata.finance.SecurityTrade: Gets the underlying product that was agreed when the trade occurred, throwing an exception if not resolved.
getProduct() - Method in class com.opengamma.strata.finance.UnitSecurity: Gets the product that was agreed when the trade occurred.
getProductId() - Method in class com.opengamma.strata.finance.future.GenericFuture: Gets the base product identifier.
getProductId() - Method in class com.opengamma.strata.finance.future.GenericFutureOption: Gets the base product identifier.
getProductPricer() - Method in class com.opengamma.strata.pricer.rate.future.AbstractIborFutureTradePricer: Returns the pricer used to price the product underlying the trade.
getProductPricer() - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer
getProductPricer() - Method in class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedTradePricer: Returns the pricer used to price the product underlying the trade.
getProductPricer() - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedTradePricer
getProductType() - Method in class com.opengamma.strata.finance.SecurityLink: Gets the product type.
getProperties() - Method in class com.opengamma.strata.collect.io.PropertiesFile: Gets all the key-value properties of this file.
getPublicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Gets the number of days to add to the fixing date to obtain the publication date.
getPublicationDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex: Gets the number of days to add to the fixing date to obtain the publication date.
getPublicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: Gets the publication frequency of the index.
getPublicationFrequency() - Method in interface com.opengamma.strata.basics.index.PriceIndex: Gets the frequency that the index is published.
getPutCall() - Method in class com.opengamma.strata.finance.future.GenericFutureOption: Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption: Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption: Gets whether the option is put or call.
getQuantity() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade: Gets the quantity, indicating the number of future contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.finance.equity.EquityTrade: Gets the quantity of the equity that has been traded.
getQuantity() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade: Gets the quantity, indicating the number of contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade: Gets the quantity, indicating the number of contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade: Gets the quantity, indicating the number of option contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade: Gets the quantity, indicating the number of future contracts in the trade.
getRange() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar: Gets the range of dates that may be queried.
getRate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit: Gets the fixed rate of interest.
getRate() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit: Gets the fixed interest rate to be paid.
getRate() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation: Gets the fixed rate to be paid.
getRate() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation: Gets the interest rate to be paid.
getRateCutOffDays() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation: Gets the number of business days before the end of the period that the rate is cut off.
getRateCutOffDays() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation: Gets the number of business days before the end of the period that the rate is cut off.
getRateCutOffDays() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation: Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
getRateDigits() - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Gets the number of digits in the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode: Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode: Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode: Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode: Gets the key identifying the market data value which provides the rate.
getRateObservation() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod: Gets the rate to be observed.
getRates() - Method in class com.opengamma.strata.market.curve.ParRates: Gets the par rates, keyed by ID.
getReason() - Method in class com.opengamma.strata.collect.result.Failure: Gets the reason associated with the failure.
getReason() - Method in class com.opengamma.strata.collect.result.FailureItem: Gets the reason associated with the failure.
getReceiveLeg() - Method in class com.opengamma.strata.finance.rate.swap.Swap: Gets the first receive leg of the swap.
getRecoveryRate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates: Gets the recovery rate.
getReferenceCounterCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity: Gets the currency counter to the reference currency.
getReferenceCurrency() - Method in class com.opengamma.strata.finance.rate.swap.FxReset: Gets the currency of the notional amount defined in the contract.
getReferenceCurrency() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation: Gets the currency of the notional amount defined in the contract.
getReferenceCurrency() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange: Gets the currency of the notional amount defined in the contract.
getReferenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity: Gets the reference currency.
getReferenceEndInterpolationMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation: Gets the reference month used for interpolation for the index relative to the accrual end date.
getReferenceEndMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation: Gets the reference month for the index relative to the accrual end date.
getReferenceEndMonth() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation: Gets the reference month for the index relative to the accrual end date.
getReferenceEntityId() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation: Gets the CDS single-name identifier, such as a RED entity code.
getReferenceInformation() - Method in class com.opengamma.strata.finance.credit.Cds: Gets the reference against which protection applies.
getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId: Gets the information that identifies the index.
getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId: Gets the information that identifies the single-name.
getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey: Gets the information that identifies the index.
getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey: Gets the information that identifies the single-name.
getReferenceMonth() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity: Gets the reference month for the index.
getReferenceStartInterpolationMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation: Gets the reference month used for interpolation for the index relative to the accrual start date.
getReferenceStartMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation: Gets the reference month for the index relative to the accrual start date.
getReferenceStartMonth() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation: Gets the reference month for the index relative to the accrual start date.
getRegion() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: Gets the region of the index.
getRegion() - Method in interface com.opengamma.strata.basics.index.PriceIndex: Gets the region that the index is defined for.
getRegularPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the regular schedule periods.
getRelativeTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig: Gets the relative tolerance for the root finder.
getReportingRules() - Method in class com.opengamma.strata.engine.CalculationRules: Gets the rules defining how calculation results should be reported.
getReportingRules() - Method in class com.opengamma.strata.engine.Column: Gets the reporting rules that apply to this column in addition to the default rules.
getReportingRules() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig: Gets the rules for reporting the calculated values.
getReportType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
getReportType() - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader: Gets the type of report handled by this loader.
getReportType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
getResetFrequency() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule: Gets the periodic frequency of reset dates.
getResetPeriods() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: Gets the reset schedule, used when averaging rates, optional.
getResource(String, String) - Method in class com.opengamma.strata.examples.marketdata.DirectoryMarketDataBuilder
getResource(String, String) - Method in class com.opengamma.strata.examples.marketdata.JarMarketDataBuilder
getResource(String, String) - Method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder: Gets a specific resource from a given subdirectory.
getRestructuringClause() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation: Gets the applicable restructuring.
getResult() - Method in class com.opengamma.strata.engine.calculations.CalculationResult: Gets the result of the calculation.
getResults() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult: Gets the individual results.
getRightExtrapolator() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings: Gets the right extrapolator.
getRightExtrapolator() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig: Gets the extrapolator used to find points to the right of the rightmost point on the curve.
getRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the optional convention defining how to roll dates.
getRollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the roll convention used when building the schedule.
getRollConvention() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments: Gets the roll convention
getRollConvention() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets the roll convention.
getRollConvention() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
getRollConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Gets the convention defining how to roll dates, providing a default result if no override specified.
getRollConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Gets the convention defining how to roll dates, providing a default result if no override specified.
getRounding() - Method in class com.opengamma.strata.finance.rate.future.IborFuture: Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption: Gets the definition of how to round the option price, defaulted to no rounding.
getRowCount() - Method in class com.opengamma.strata.engine.calculations.Results: Gets the number of rows in the results.
getRowCount() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
getRowCount() - Method in interface com.opengamma.strata.report.Report: Gets the number of rows in the report table.
getRowCount() - Method in class com.opengamma.strata.report.trade.TradeReport
getRowIndex() - Method in class com.opengamma.strata.engine.calculations.CalculationResult: Gets the row index of the value in the results grid.
getRowIndex() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig: Gets the row index of the value in the results grid.
getRules() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules: Gets the individual rules making up this set of market data rules.
getRules() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules: Gets the individual rules that make up this set of pricing rules.
getRunInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport: Gets the instant at which the report was run.
getRunInstant() - Method in interface com.opengamma.strata.report.Report: Gets the instant at which the report was run, which may be independent of the valuation date.
getRunInstant() - Method in class com.opengamma.strata.report.trade.TradeReport: Gets the instant at which the report was run.
getScalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates: Gets the scaling factor.
getScenarioCount() - Method in interface com.opengamma.strata.engine.marketdata.CalculationMarketData: Returns the number of scenarios.
getScenarioCount() - Method in class com.opengamma.strata.engine.marketdata.DefaultCalculationMarketData
getScenarioCount() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData: Gets the number of scenarios.
getScenarioCount() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition: Returns the number of scenarios.
getScenarioNames() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition: Gets the names of the scenarios.
getScheme() - Method in class com.opengamma.strata.collect.id.StandardId: Gets the scheme that categorizes the identifier value.
getSeasonality() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues: Gets describes the seasonal adjustments.
getSecond() - Method in class com.opengamma.strata.collect.tuple.DoublesPair: Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair: Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair: Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair: Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.Pair: Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.Triple: Gets the second element in this pair.
getSection(String) - Method in class com.opengamma.strata.collect.io.IniFile: Gets a single section of this INI file.
getSecurity() - Method in interface com.opengamma.strata.finance.SecurityTrade: Gets the security that was traded, throwing an exception if not resolved.
getSecurityLink() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade: Gets the link to the future that was traded.
getSecurityLink() - Method in class com.opengamma.strata.finance.equity.EquityTrade: Gets the link to the equity that was traded.
getSecurityLink() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade: Gets the link to the future that was traded.
getSecurityLink() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade: Gets the link to the future that was traded.
getSecurityLink() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade: Gets the link to the option that was traded.
getSecurityLink() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade: Gets the link to the future that was traded.
getSecurityLink() - Method in interface com.opengamma.strata.finance.SecurityTrade: Gets the link to the security that was traded.
getSeniority() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation: Gets the seniority.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: Gets the parameter sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities: Gets the parameter sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities: Gets the immutable list of point sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities: Gets the point sensitivities.
getSensitivity(CurveName, Currency) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: Gets sensitivity values by name and currency.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity: Gets the parameter sensitivity values.
getSensitivity(CurveName) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities: Gets sensitivity values by name.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity: Gets the parameter sensitivity values.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity: Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity: Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity: Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity: Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity: Gets the value of the sensitivity.
getSensitivity() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity: Gets the point sensitivity value.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity: Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity: Gets the value of the sensitivity.
getSettings(Class<?>, FormatSettings) - Method in class com.opengamma.strata.report.format.FormatSettingsProvider: Obtains the format settings for a given type.
getSettleLag() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets the settlement lag in days.
getSettleLag() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
getSettlementCurrency() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward: Gets the settlement currency.
getSettlementCurrency() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward: Gets the settlement currency.
getSettlementCurrencyNotional() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward: Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
getSettlementCurrencyNotional() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward: Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
getSettlementDate() - Method in class com.opengamma.strata.finance.equity.EquityFuture: Gets the settlement date of the contract.
getSettlementDate() - Method in class com.opengamma.strata.finance.TradeInfo: Gets the settlement date, optional.
getSettlementNotional() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward: Gets the settlement notional.
getShiftAmount() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift: Gets the amount by which Y values are shifted.
getShiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve: Gets the amount by which Y values are shifted.
getShifts() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift: Gets the shift to apply to the rates.
getShiftType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift: Gets the type of shift to apply to the Y values of the curve.
getShiftType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift: Gets the type of shift applied to the curve rates.
getShiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve: Gets the type of shift to apply to the Y values of the curve.
getShortIndex() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation: Gets the shorter IBOR-like index.
getSingleValueFailures() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult: Gets details of failures when building single market data values.
getSingleValueFailures() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult: Gets details of failures when building single market data values.
getSingleValueRequirements() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements: Gets keys identifying the market data values required for the calculations.
getSingleValues() - Method in class com.opengamma.strata.engine.marketdata.Observables: Gets single observable values, keyed by ID.
getSpotDateAsOf(LocalDate) - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention: Apply the spot days settlement lag and adjust using the conventions
getSpotDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention: Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention: Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention: Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention: Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDays() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention: Gets the spot day settlement lag.
getSpread() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: Gets the spread rate, with a 5% rate expressed as 0.05, optional.
getSpread() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation: Gets the spread rate, optional.
getSpread() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod: Gets the spread rate, defaulted to 0.
getSpread() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode: Gets the spread added to the rate.
getSpread() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode: Gets the spread added to the rate.
getSpread() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode: Gets the spread added to the rate.
getSpread() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode: Gets the spread added to the rate.
getSpreadLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention: Gets the market convention of the floating leg that has the spread applied.
getStackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem: Gets stack trace where the failure occurred.
getStandardId() - Method in interface com.opengamma.strata.basics.index.Index: Returns the standard identifier of the index.
getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableId: Gets the standard identifier identifying the data.
getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableKey: Gets the standard identifier identifying the data.
getStandardId() - Method in interface com.opengamma.strata.collect.id.Link: Gets the identifier of the target.
getStandardId() - Method in class com.opengamma.strata.collect.id.StandardId: Gets the standard identifier, which simply returns this.
getStandardId() - Method in interface com.opengamma.strata.collect.id.StandardIdentifiable: Gets the standard identifier for the instance.
getStandardId() - Method in class com.opengamma.strata.collect.id.StandardLink
getStandardId() - Method in interface com.opengamma.strata.finance.Security: The primary standard identifier for the security.
getStandardId() - Method in class com.opengamma.strata.finance.SecurityLink: Gets the identifier of the security.
getStandardId() - Method in class com.opengamma.strata.finance.UnitSecurity: Gets the primary standard identifier for the security.
getStandardId() - Method in class com.opengamma.strata.market.id.IndexRateId
getStandardId() - Method in class com.opengamma.strata.market.id.QuoteId: Gets the ID of the data, typically an ID from an external data provider.
getStandardId() - Method in class com.opengamma.strata.market.key.IndexRateKey
getStandardId() - Method in class com.opengamma.strata.market.key.QuoteKey: Gets the ID of the market data that is required, typically an ID from an external data provider.
getStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange: Gets the start date, inclusive.
getStartDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo: Gets the start date of the schedule.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the start date, which is the start of the first schedule period.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the start date of the schedule.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Gets the start date of this period, used for financial calculations such as interest accrual.
getStartDate() - Method in class com.opengamma.strata.finance.credit.Cds: Gets the first date of the term of the trade.
getStartDate() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Gets the date that the CDS nominally starts in terms of premium payments.
getStartDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit: Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit: Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit: Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit: Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra: Gets the start date, which is the effective date of the FRA.
getStartDate() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Gets the start date, which is the effective date of the FRA.
getStartDate() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation: Gets the first date in the fixing period.
getStartDate() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation: Gets the first date in the fixing period.
getStartDate() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg: Gets the start date of the leg.
getStartDate() - Method in interface com.opengamma.strata.finance.rate.swap.PaymentPeriod: Gets the start date of the period.
getStartDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod: Gets the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg: Gets the start date of the leg.
getStartDate() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod: Gets the start date of the period.
getStartDate() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: Gets the start date of the leg.
getStartDate() - Method in class com.opengamma.strata.finance.rate.swap.Swap: Gets the start date of the swap.
getStartDate() - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg: Gets the start date of the leg.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the optional business day adjustment to apply to the start date.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStepIn() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets the number of step-in days.
getStepIn() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
getSteps() - Method in class com.opengamma.strata.basics.value.ValueSchedule: Gets the steps defining the change in the value.
getStrike() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity: Gets the swaption strike rate.
getStrikePrice() - Method in class com.opengamma.strata.finance.equity.EquityFuture: Gets the strike price.
getStrikePrice() - Method in class com.opengamma.strata.finance.future.GenericFutureOption: Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption: Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity: Gets the option strike price.
getStubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Gets the optional convention defining how to handle stubs.
getStubConvention() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Gets the stub convention to use.
getStubConvention() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments: Gets the stub convention to use.
getStubConvention() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets the stub convention.
getStubConvention() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
getStubConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Gets the convention defining how to handle stubs, providing a default result if no override specified.
getStubConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Gets the convention defining how to handle stubs, providing a default result if no override specified.
getSurface() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider: Gets the normal volatility surface.
getTarget() - Method in class com.opengamma.strata.engine.calculations.CalculationResult: Gets the target of the calculation, often a trade.
getTarget() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig: Gets the target for which the value will be calculated.
getTargetType() - Method in interface com.opengamma.strata.collect.id.Link: Gets the target type.
getTargetType() - Method in class com.opengamma.strata.collect.id.StandardLink
getTargetType() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup: Gets the type of the calculation target handled by the functions in the group.
getTargetType() - Method in class com.opengamma.strata.finance.SecurityLink
getTargetType() - Method in class com.opengamma.strata.report.result.BeanTokenEvaluator
getTargetType() - Method in class com.opengamma.strata.report.result.CurrencyAmountTokenEvaluator
getTargetType() - Method in class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivitiesTokenEvaluator
getTargetType() - Method in class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivityTokenEvaluator
getTargetType() - Method in class com.opengamma.strata.report.result.IterableTokenEvaluator
getTargetType() - Method in class com.opengamma.strata.report.result.MapTokenEvaluator
getTargetType() - Method in class com.opengamma.strata.report.result.TokenEvaluator: Gets the type against which tokens can be evaluated in this implementation.
getTargetType() - Method in class com.opengamma.strata.report.result.TradeTokenEvaluator
getTargetTypeToken() - Method in interface com.opengamma.strata.collect.id.Link: Gets the target type token.
getTargetTypeToken() - Method in class com.opengamma.strata.finance.SecurityLink
getTaskConfigurations() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig: Gets configuration for each of tasks that perform the individual calculations.
getTasks() - Method in class com.opengamma.strata.engine.calculations.CalculationTasks: Returns the objects that perform the individual calculations.
getTemplate() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode: Gets the template for the swap associated with the node.
getTemplate() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode: Gets the template for the FRA associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode: Gets the template for the Ibor fixing deposit associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode: Gets the template for the term deposit associated with this node.
getTenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment: Gets the tenor to be added.
getTenor() - Method in interface com.opengamma.strata.basics.index.IborIndex: Gets the tenor of the index.
getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Gets the tenor of the index.
getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Gets the tenor of the index, which is always one day.
getTenor() - Method in interface com.opengamma.strata.basics.index.OvernightIndex: Gets the tenor of the index.
getTenor() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate: Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate: Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId: Gets the tenor of the curve node.
getTenor() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata: Gets the tenor of the instrument behind the curve node.
getTenor() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity: Gets the underlying swap tenor.
getThird() - Method in class com.opengamma.strata.collect.tuple.Triple: Gets the third element in this pair.
getTickSize() - Method in class com.opengamma.strata.finance.future.GenericFuture: Gets the size of each tick.
getTickSize() - Method in class com.opengamma.strata.finance.future.GenericFutureOption: Gets the size of each tick.
getTickValue() - Method in class com.opengamma.strata.finance.future.GenericFuture: Gets the monetary value of one tick.
getTickValue() - Method in class com.opengamma.strata.finance.future.GenericFutureOption: Gets the monetary value of one tick.
getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.engine.calculations.DefaultSingleCalculationMarketData
getTimeSeries(ObservableId) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
getTimeSeries() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData: Gets the time series of market data values, keyed by ID.
getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.engine.marketdata.CalculationMarketData: Returns a time series of market data values.
getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.engine.marketdata.DefaultCalculationMarketData
getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup: Returns a time series of market data values.
getTimeSeries() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements: Gets keys identifying the time series of market data values required for the calculations.
getTimeSeries(I) - Method in class com.opengamma.strata.engine.marketdata.Observables: Returns a time series of data with the given ID.
getTimeSeries() - Method in class com.opengamma.strata.engine.marketdata.Observables: Gets time series of observable values, keyed by ID.
getTimeSeries(ObservableId) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData: Returns a time series of market data values.
getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.engine.marketdata.SingleCalculationMarketData: Returns the time series identified by the specified key.
getTimeSeries() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates: Gets the time-series, defaulted to an empty time-series.
getTimeSeries() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates: Gets the time-series.
getTimeSeries() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates: Gets the time-series.
getTimeSeries() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues: Gets the monthly time-series.
getTimeSeries() - Method in interface com.opengamma.strata.market.value.FxIndexRates: Gets the time-series of fixings for the index.
getTimeSeries() - Method in interface com.opengamma.strata.market.value.IborIndexRates: Gets the time-series of fixings for the index.
getTimeSeries() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates: Gets the time-series of fixings for the index.
getTimeSeries() - Method in interface com.opengamma.strata.market.value.PriceIndexValues: Gets the time-series of fixings for the index.
getTimeSeriesFailures() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult: Gets details of failures when building time series of market data values.
getTimeSeriesFailures() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult: Gets details of failures when building time series of market data values.
getTimeSeriesRequirements() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements: Gets keys identifying the time series of market data values required for the calculations.
getTotalWeight() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation: Gets total weight of all the fixings in this observation.
getTradeDate() - Method in class com.opengamma.strata.finance.TradeInfo: Gets the trade date, optional.
getTradeInfo() - Method in class com.opengamma.strata.finance.credit.CdsTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.equity.EquityTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.fx.FxTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade: Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in interface com.opengamma.strata.finance.Trade: The additional trade information.
getTradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements: Gets the trade-level measure requirements
getTrades() - Method in class com.opengamma.strata.examples.report.TradePortfolio: Gets the trades.
getTrades() - Method in class com.opengamma.strata.report.ReportCalculationResults: Gets the trades on which the results are calculated.
getTradeTime() - Method in class com.opengamma.strata.finance.TradeInfo: Gets the trade time, optional.
getTriangulationCurrency() - Method in class com.opengamma.strata.basics.currency.Currency: Gets the preferred triangulation currency.
getType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment: Gets the type of adjustment to make.
getType() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation: Gets the type of the reference.
getType() - Method in interface com.opengamma.strata.finance.credit.ReferenceInformation: Gets the type of the underlying.
getType() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation: Gets the type of the reference.
getType() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg: Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
getType() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
getType() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
getType() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
getType() - Method in interface com.opengamma.strata.finance.rate.swap.RateCalculation: Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
getType() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg: Gets the type of the leg, such as Fixed or Ibor.
getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate: Gets the unadjusted date.
getUnadjustedAccrualStartDate(LocalDate) - Static method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets the previous CDS date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod: Gets the unadjusted end date.
getUnadjustedMaturityDate(LocalDate, Frequency, Period) - Static method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets the unadjusted maturity date.
getUnadjustedMaturityDateFromValuationDate(LocalDate, Period) - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Used in curve point calculation.
getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod: Gets the unadjusted start date.
getUnadjustedStepInDate(LocalDate) - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Gets the unadjusted step-in date.
getUnderlying() - Method in class com.opengamma.strata.finance.future.GenericFutureOption: Gets the underlying future that was traded, throwing an exception if not resolved.
getUnderlying() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption: Gets the underlying foreign exchange transaction.
getUnderlying() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption: Gets the underlying Ibor future that was traded, throwing an exception if not resolved.
getUnderlying() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption: Gets the underlying swap.
getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve: Deprecated.
this method should not be used in application code
getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Deprecated.
this method should not be used in application code
getUnderlyingLink() - Method in class com.opengamma.strata.finance.future.GenericFutureOption: Gets the link to the underlying future.
getUnderlyingLink() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption: Gets the link to the underlying future.
getUnderlyingQuantity() - Method in class com.opengamma.strata.finance.future.GenericFutureOption: Gets the quantity of the underlying future that the option refers to, defaulted to 1.
getUnderlyingSecurity() - Method in class com.opengamma.strata.finance.future.GenericFutureOption: Gets the underlying future security that was traded, throwing an exception if not resolved.
getUnderlyingSecurity() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption: Gets the underlying Ibor future security that was traded, throwing an exception if not resolved.
getUnitAmount() - Method in class com.opengamma.strata.finance.equity.EquityFuture: Gets the unit amount.
getUnits() - Method in class com.opengamma.strata.basics.date.Tenor: Gets the units supported by a tenor.
getUnits() - Method in class com.opengamma.strata.basics.schedule.Frequency: Gets the unit of this periodic frequency.
getUpfrontFee() - Method in class com.opengamma.strata.finance.credit.FeeLeg: Gets the upfront fee.
getUpfrontFeeAmount() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Gets the upfront fee amount, optional.
getUpfrontFeePaymentDate() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Gets the upfront fee date, optional.
getValuationDate() - Method in class com.opengamma.strata.engine.calculations.DefaultSingleCalculationMarketData
getValuationDate() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData: Gets the valuation date associated with the data.
getValuationDate() - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup: Returns the valuation date of the market data.
getValuationDate() - Method in interface com.opengamma.strata.engine.marketdata.SingleCalculationMarketData: Gets the valuation date of the market data.
getValuationDate() - Method in class com.opengamma.strata.function.MarketDataRatesProvider
getValuationDate() - Method in interface com.opengamma.strata.market.value.DiscountFactors: Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
getValuationDate() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
getValuationDate() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
getValuationDate() - Method in interface com.opengamma.strata.market.value.FxIndexRates: Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.market.value.IborIndexRates: Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates: Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors: Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors: Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.BaseProvider: Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider: Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.provider.NormalVolatilitySwaptionProvider: Returns the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider: Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport: Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.report.Report: Gets the valuation date of the results driving the report.
getValuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults: Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport: Gets the valuation date.
getValuationDates() - Method in interface com.opengamma.strata.engine.marketdata.CalculationMarketData: Returns the valuation dates of the scenarios, one for each scenario.
getValuationDates() - Method in class com.opengamma.strata.engine.marketdata.DefaultCalculationMarketData
getValuationDates() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData: Gets the valuation dates of the scenarios, one for each scenario.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider: Gets the valuation date-time.
getValuationDateTime() - Method in interface com.opengamma.strata.pricer.rate.future.NormalVolatilityIborFutureProvider: Gets the valuation date-time.
getValuationMonth() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues: Gets the valuation month.
getValuationMonth() - Method in interface com.opengamma.strata.market.value.PriceIndexValues: Gets the valuation month.
getValuationTime() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider: Gets the valuation time.
getValuationZone() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider: Gets the valuation zone.
getValue() - Method in class com.opengamma.strata.basics.value.ValueStep: Gets the value representing the change that occurs.
getValue() - Method in class com.opengamma.strata.collect.id.StandardId: Gets the value of the identifier within the scheme.
getValue(String) - Method in class com.opengamma.strata.collect.io.PropertySet: Gets a single value from this property set.
getValue() - Method in class com.opengamma.strata.collect.result.Result: Returns the actual result value if calculated successfully, throwing an exception if a failure occurred.
getValue() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint: Gets the value.
getValue(K) - Method in class com.opengamma.strata.engine.calculations.DefaultSingleCalculationMarketData
getValue(MarketDataId<T>) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup: Returns a market data value.
getValue(K) - Method in interface com.opengamma.strata.engine.marketdata.SingleCalculationMarketData: Returns the market data value identified by the specified key.
getValue() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode: Gets the value of the curve at the node.
getValue() - Method in class com.opengamma.strata.finance.fx.FxPayment: Gets the value of the payment.
getValue() - Method in class com.opengamma.strata.report.trade.TradeReportColumn: Gets the reference to a value to display in this column.
getValueList(String) - Method in class com.opengamma.strata.collect.io.PropertySet: Gets the list of values associated with the specified key.
getValueOrElse(T) - Method in class com.opengamma.strata.collect.result.Result: Returns the actual result value if calculated successfully, or the specified default value if a failure occurred.
getValueOrElseApply(Function<Failure, T>) - Method in class com.opengamma.strata.collect.result.Result: Returns the actual result value if calculated successfully, else the specified function is applied to the Failure that occurred.
getValues() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray: Gets the currency values.
getValues() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList: Gets the currency values.
getValues() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData: Gets the individual items of market data, keyed by ID.
getValues(MarketDataKey<T>) - Method in interface com.opengamma.strata.engine.marketdata.CalculationMarketData: Returns a list of market data values, one from each scenario.
getValues(MarketDataKey<T>) - Method in class com.opengamma.strata.engine.marketdata.DefaultCalculationMarketData
getValues() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment: Gets the market data values, keyed by ID.
getValues(Set<? extends MarketDataId<?>>) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup: Returns a map of market data values for a set of IDs.
getValues(MarketDataId<T>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData: Returns a list of market data values, one from each scenario.
getVolatility(ZonedDateTime, double, double, double) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
getVolatility(ZonedDateTime, double, double, double) - Method in interface com.opengamma.strata.pricer.provider.NormalVolatilitySwaptionProvider: Returns the normal volatility.
getVolatility(LocalDate, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
getVolatility(LocalDate, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.rate.future.NormalVolatilityIborFutureProvider: Returns the normal volatility.
getWeekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar: Gets the set of weekend days.
getWeight() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing: Gets the weight to apply to this fixing.
getWeight() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation: Gets the positive weight used when interpolating.
getXValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
getXValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Gets the array of x-values, one for each point.
getXValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve: Gets the known x-values of the curve.
getYearFraction() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit: Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit: Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra: Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod: Gets the year fraction that the accrual period represents.
getYearMonth() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata: Gets the year-month of the instrument behind the curve node.
getYieldCurveInstruments() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates: Gets the instrument type at each curve node.
getYieldCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates: Gets the tenor at each curve node.
getYValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
getYValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Gets the array of y-values, one for each point.
getYValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve: Gets the known y-values of the curve.
getZone() - Method in class com.opengamma.strata.finance.TradeInfo: Gets the trade time-zone, optional.
globalValues() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta: The meta-property for the globalValues property.
GR - Static variable in class com.opengamma.strata.basics.location.Country: The country 'GR' - Greece.
Guavate - Class in com.opengamma.strata.collect: Utilities that help bridge the gap between Java 8 and Google Guava.

H

HalfUpRounding - Class in com.opengamma.strata.basics.value: Standard implementation of Rounding that uses the half-up convention.
HalfUpRounding.Meta - Class in com.opengamma.strata.basics.value: The meta-bean for HalfUpRounding.
hashCode() - Method in class com.opengamma.strata.basics.currency.Currency: Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.FxMatrix
hashCode() - Method in class com.opengamma.strata.basics.currency.FxRate
hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
hashCode() - Method in class com.opengamma.strata.basics.date.AdjustableDate
hashCode() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
hashCode() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
hashCode() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
hashCode() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
hashCode() - Method in class com.opengamma.strata.basics.date.Tenor: Returns a suitable hash code for the tenor.
hashCode() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
hashCode() - Method in class com.opengamma.strata.basics.location.Country: Returns a suitable hash code for the country.
hashCode() - Method in class com.opengamma.strata.basics.market.FxRateId
hashCode() - Method in class com.opengamma.strata.basics.market.FxRateKey
hashCode() - Method in class com.opengamma.strata.basics.schedule.Frequency: Returns a suitable hash code for the periodic frequency.
hashCode() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
hashCode() - Method in class com.opengamma.strata.basics.schedule.Schedule
hashCode() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
hashCode() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
hashCode() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
hashCode() - Method in class com.opengamma.strata.basics.value.ValueSchedule
hashCode() - Method in class com.opengamma.strata.basics.value.ValueStep
hashCode() - Method in class com.opengamma.strata.collect.id.StandardId: Returns a suitable hash code, based on the scheme and value.
hashCode() - Method in class com.opengamma.strata.collect.id.StandardLink
hashCode() - Method in class com.opengamma.strata.collect.io.IniFile: Returns a suitable hash code for the INI file.
hashCode() - Method in class com.opengamma.strata.collect.io.PropertiesFile: Returns a suitable hash code for the file.
hashCode() - Method in class com.opengamma.strata.collect.io.PropertySet: Returns a suitable hash code for the property set.
hashCode() - Method in class com.opengamma.strata.collect.io.ResourceLocator: Returns a suitable hash code for the locator.
hashCode() - Method in class com.opengamma.strata.collect.range.LocalDateRange: Returns a suitable hash code.
hashCode() - Method in class com.opengamma.strata.collect.result.Failure
hashCode() - Method in class com.opengamma.strata.collect.result.FailureItem
hashCode() - Method in class com.opengamma.strata.collect.result.Result
hashCode() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint: A hash code for this point.
hashCode() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
hashCode() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
hashCode() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
hashCode() - Method in class com.opengamma.strata.collect.tuple.Pair
hashCode() - Method in class com.opengamma.strata.collect.tuple.Triple
hashCode() - Method in class com.opengamma.strata.collect.type.TypedString: Returns a suitable hash code.
hashCode() - Method in class com.opengamma.strata.engine.CalculationRules
hashCode() - Method in class com.opengamma.strata.engine.calculations.CalculationResult
hashCode() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
hashCode() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
hashCode() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
hashCode() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
hashCode() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
hashCode() - Method in class com.opengamma.strata.engine.calculations.Results
hashCode() - Method in class com.opengamma.strata.engine.Column
hashCode() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
hashCode() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
hashCode() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
hashCode() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
hashCode() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
hashCode() - Method in class com.opengamma.strata.engine.config.FunctionConfig
hashCode() - Method in class com.opengamma.strata.engine.config.pricing.ConfiguredFunctionGroup
hashCode() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
hashCode() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
hashCode() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule
hashCode() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
hashCode() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
hashCode() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
hashCode() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
hashCode() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
hashCode() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
hashCode() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
hashCode() - Method in class com.opengamma.strata.engine.marketdata.Observables
hashCode() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
hashCode() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
hashCode() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
hashCode() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
hashCode() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
hashCode() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
hashCode() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
hashCode() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
hashCode() - Method in class com.opengamma.strata.examples.report.TradePortfolio
hashCode() - Method in class com.opengamma.strata.finance.credit.Cds
hashCode() - Method in class com.opengamma.strata.finance.credit.CdsTrade
hashCode() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
hashCode() - Method in class com.opengamma.strata.finance.credit.FeeLeg
hashCode() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
hashCode() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
hashCode() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
hashCode() - Method in class com.opengamma.strata.finance.credit.SinglePayment
hashCode() - Method in class com.opengamma.strata.finance.equity.Equity
hashCode() - Method in class com.opengamma.strata.finance.equity.EquityFuture
hashCode() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
hashCode() - Method in class com.opengamma.strata.finance.equity.EquityTrade
hashCode() - Method in class com.opengamma.strata.finance.future.GenericFuture
hashCode() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
hashCode() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
hashCode() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
hashCode() - Method in class com.opengamma.strata.finance.fx.ExpandedFx
hashCode() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
hashCode() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
hashCode() - Method in class com.opengamma.strata.finance.fx.Fx
hashCode() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
hashCode() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
hashCode() - Method in class com.opengamma.strata.finance.fx.FxPayment
hashCode() - Method in class com.opengamma.strata.finance.fx.FxSwap
hashCode() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
hashCode() - Method in class com.opengamma.strata.finance.fx.FxTrade
hashCode() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
hashCode() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
hashCode() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
hashCode() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
hashCode() - Method in class com.opengamma.strata.finance.rate.fra.Fra
hashCode() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
hashCode() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
hashCode() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
hashCode() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
hashCode() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
hashCode() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
hashCode() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
hashCode() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
hashCode() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
hashCode() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
hashCode() - Method in class com.opengamma.strata.finance.rate.IborRateObservation
hashCode() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
hashCode() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
hashCode() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
hashCode() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.FxReset
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.Swap
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
hashCode() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
hashCode() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
hashCode() - Method in class com.opengamma.strata.finance.SecurityLink
hashCode() - Method in class com.opengamma.strata.finance.TradeInfo
hashCode() - Method in class com.opengamma.strata.finance.UnitSecurity
hashCode() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
hashCode() - Method in class com.opengamma.strata.market.amount.CashFlow
hashCode() - Method in class com.opengamma.strata.market.amount.CashFlows
hashCode() - Method in class com.opengamma.strata.market.amount.LegAmounts
hashCode() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
hashCode() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
hashCode() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
hashCode() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
hashCode() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
hashCode() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
hashCode() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
hashCode() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
hashCode() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
hashCode() - Method in class com.opengamma.strata.market.curve.CurveGroup
hashCode() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
hashCode() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
hashCode() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
hashCode() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
hashCode() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
hashCode() - Method in class com.opengamma.strata.market.curve.ParRates
hashCode() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
hashCode() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId
hashCode() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
hashCode() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
hashCode() - Method in class com.opengamma.strata.market.explain.ExplainMap
hashCode() - Method in class com.opengamma.strata.market.id.CurveGroupId
hashCode() - Method in class com.opengamma.strata.market.id.DiscountCurveId
hashCode() - Method in class com.opengamma.strata.market.id.IndexRateId
hashCode() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
hashCode() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
hashCode() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
hashCode() - Method in class com.opengamma.strata.market.id.ParRatesId
hashCode() - Method in class com.opengamma.strata.market.id.QuoteId
hashCode() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
hashCode() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
hashCode() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
hashCode() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
hashCode() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
hashCode() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
hashCode() - Method in class com.opengamma.strata.market.key.IndexRateKey
hashCode() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
hashCode() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
hashCode() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
hashCode() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
hashCode() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
hashCode() - Method in class com.opengamma.strata.market.key.QuoteKey
hashCode() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
hashCode() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
hashCode() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
hashCode() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
hashCode() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
hashCode() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
hashCode() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
hashCode() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
hashCode() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
hashCode() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
hashCode() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
hashCode() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
hashCode() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
hashCode() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
hashCode() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
hashCode() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
hashCode() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
hashCode() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
hashCode() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
hashCode() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
hashCode() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
hashCode() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
hashCode() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
hashCode() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
hashCode() - Method in class com.opengamma.strata.report.format.FormatSettings
hashCode() - Method in class com.opengamma.strata.report.ReportCalculationResults
hashCode() - Method in class com.opengamma.strata.report.ReportRequirements
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReport
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
header(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder: Sets the header property in the builder.
header() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta: The meta-property for the header property.
headers() - Method in class com.opengamma.strata.examples.marketdata.CsvFile: Returns the header row, if specified when parsing the file.
headSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Gets part of this series as a sub-series, choosing the earliest entries.
HistoricalScenarioExample - Class in com.opengamma.strata.examples.finance: Example to illustrate using the engine to run a set of historical scenarios on a single swap to produce a P&L series.
HistoricalScenarioExample() - Constructor for class com.opengamma.strata.examples.finance.HistoricalScenarioExample
HK - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'HK' - Hong Kong.
HKD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'HKD' - Hong Kong Dollar.
HolidayCalendar - Interface in com.opengamma.strata.basics.date: A holiday calendar, classifying dates as holidays or business days.
HolidayCalendars - Class in com.opengamma.strata.basics.date: Constants and implementations for standard holiday calendars.
holidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta: The meta-property for the holidays property.
HRK - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'HRK' - Croatian Kuna.
HU - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'HU' = Hungary.
HUF - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'HUF' = Hugarian Forint.

I

IBOR - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Map of new to old IBOR-like indices.
IborAveragedFixing - Class in com.opengamma.strata.finance.rate: A single fixing of an index that is observed by IborAveragedRateObservation.
IborAveragedFixing.Builder - Class in com.opengamma.strata.finance.rate: The bean-builder for IborAveragedFixing.
IborAveragedFixing.Meta - Class in com.opengamma.strata.finance.rate: The meta-bean for IborAveragedFixing.
IborAveragedRateObservation - Class in com.opengamma.strata.finance.rate: Defines the observation of a rate of interest based on the average of multiple fixings of a single IBOR-like floating rate index.
IborAveragedRateObservation.Builder - Class in com.opengamma.strata.finance.rate: The bean-builder for IborAveragedRateObservation.
IborAveragedRateObservation.Meta - Class in com.opengamma.strata.finance.rate: The meta-bean for IborAveragedRateObservation.
IborFixingDeposit - Class in com.opengamma.strata.finance.rate.deposit: An Ibor fixing deposit.
IborFixingDeposit.Builder - Class in com.opengamma.strata.finance.rate.deposit: The bean-builder for IborFixingDeposit.
IborFixingDeposit.Meta - Class in com.opengamma.strata.finance.rate.deposit: The meta-bean for IborFixingDeposit.
IborFixingDepositConvention - Class in com.opengamma.strata.finance.rate.deposit: A convention for Ibor fixing deposit trades.
IborFixingDepositConvention.Builder - Class in com.opengamma.strata.finance.rate.deposit: The bean-builder for IborFixingDepositConvention.
IborFixingDepositConvention.Meta - Class in com.opengamma.strata.finance.rate.deposit: The meta-bean for IborFixingDepositConvention.
IborFixingDepositCurveNode - Class in com.opengamma.strata.market.curve.config: A curve node whose instrument is an Ibor fixing deposit.
IborFixingDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.config: The bean-builder for IborFixingDepositCurveNode.
IborFixingDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.config: The meta-bean for IborFixingDepositCurveNode.
IborFixingDepositProduct - Interface in com.opengamma.strata.finance.rate.deposit: A product representing a Ibor fixing deposit.
IborFixingDepositTemplate - Class in com.opengamma.strata.finance.rate.deposit: A template for creating an Ibor fixing deposit trade.
IborFixingDepositTemplate.Builder - Class in com.opengamma.strata.finance.rate.deposit: The bean-builder for IborFixingDepositTemplate.
IborFixingDepositTemplate.Meta - Class in com.opengamma.strata.finance.rate.deposit: The meta-bean for IborFixingDepositTemplate.
IborFixingDepositTrade - Class in com.opengamma.strata.finance.rate.deposit: A trade in an Ibor fixing deposit.
IborFixingDepositTrade.Builder - Class in com.opengamma.strata.finance.rate.deposit: The bean-builder for IborFixingDepositTrade.
IborFixingDepositTrade.Meta - Class in com.opengamma.strata.finance.rate.deposit: The meta-bean for IborFixingDepositTrade.
IborFuture - Class in com.opengamma.strata.finance.rate.future: A futures contract, based on an IBOR-like index.
IborFuture.Builder - Class in com.opengamma.strata.finance.rate.future: The bean-builder for IborFuture.
IborFuture.Meta - Class in com.opengamma.strata.finance.rate.future: The meta-bean for IborFuture.
IborFutureOption - Class in com.opengamma.strata.finance.rate.future: A futures option contract, based on an IBOR-like index.
IborFutureOption(IborFutureOption.Builder) - Constructor for class com.opengamma.strata.finance.rate.future.IborFutureOption: Restricted constructor.
IborFutureOption.Builder - Class in com.opengamma.strata.finance.rate.future: The bean-builder for IborFutureOption.
IborFutureOption.Meta - Class in com.opengamma.strata.finance.rate.future: The meta-bean for IborFutureOption.
IborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.rate.future: Pricer for Ibor future option products with daily margin.
IborFutureOptionMarginedProductPricer() - Constructor for class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedProductPricer: Creates an instance.
IborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.rate.future: Pricer for Ibor future option trades with daily margin.
IborFutureOptionMarginedTradePricer() - Constructor for class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedTradePricer: Creates an instance.
IborFutureOptionSensitivity - Class in com.opengamma.strata.market.sensitivity: Point sensitivity to an implied volatility for a Ibor future option model.
IborFutureOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity: The meta-bean for IborFutureOptionSensitivity.
IborFutureOptionTrade - Class in com.opengamma.strata.finance.rate.future: A trade representing an option on a futures contract based on an IBOR-like index.
IborFutureOptionTrade.Builder - Class in com.opengamma.strata.finance.rate.future: The bean-builder for IborFutureOptionTrade.
IborFutureOptionTrade.Meta - Class in com.opengamma.strata.finance.rate.future: The meta-bean for IborFutureOptionTrade.
IborFutureProvider - Interface in com.opengamma.strata.pricer.rate.future: Data provider for for model parameters related to Ibor futures and their options.
IborFutureTrade - Class in com.opengamma.strata.finance.rate.future: A trade representing a futures contract based on an IBOR-like index.
IborFutureTrade.Builder - Class in com.opengamma.strata.finance.rate.future: The bean-builder for IborFutureTrade.
IborFutureTrade.Meta - Class in com.opengamma.strata.finance.rate.future: The meta-bean for IborFutureTrade.
IborIborSwapConvention - Class in com.opengamma.strata.finance.rate.swap.type: A market convention for Ibor-Ibor swap trades.
IborIborSwapConvention.Builder - Class in com.opengamma.strata.finance.rate.swap.type: The bean-builder for IborIborSwapConvention.
IborIborSwapConvention.Meta - Class in com.opengamma.strata.finance.rate.swap.type: The meta-bean for IborIborSwapConvention.
IborIborSwapTemplate - Class in com.opengamma.strata.finance.rate.swap.type: A template for creating Ibor-Ibor swap trades.
IborIborSwapTemplate.Builder - Class in com.opengamma.strata.finance.rate.swap.type: The bean-builder for IborIborSwapTemplate.
IborIborSwapTemplate.Meta - Class in com.opengamma.strata.finance.rate.swap.type: The meta-bean for IborIborSwapTemplate.
IborIndex - Interface in com.opengamma.strata.basics.index: An IBOR-like index, such as Libor or Euribor.
iborIndex(IborIndex) - Static method in class com.opengamma.strata.pricer.impl.Legacy: Converts an IBOR-like index to the legacy object.
iborIndex(IborIndex) - Static method in class com.opengamma.strata.pricer.impl.Legacy: Converts a legacy IBOR-like index to the new object.
iborIndexRates(IborIndex) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
IborIndexRates - Interface in com.opengamma.strata.market.value: Provides access to rates for an Ibor index.
iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
iborIndexRates(IborIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider: Gets the rates for an Ibor index.
IborIndexRatesKey - Class in com.opengamma.strata.market.key: Market data key identifying the rates for an Ibor index.
IborIndexRatesKey.Meta - Class in com.opengamma.strata.market.key: The meta-bean for IborIndexRatesKey.
IborIndices - Class in com.opengamma.strata.basics.index: Constants and implementations for standard Ibor indices.
iborIndices(Set<IborIndex>) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder: Sets the iborIndices property in the builder.
iborIndices(IborIndex...) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder: Sets the iborIndices property in the builder from an array of objects.
iborIndices() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta: The meta-property for the iborIndices property.
IborInterpolatedRateObservation - Class in com.opengamma.strata.finance.rate: Defines the observation of a rate of interest interpolated from two IBOR-like indices.
IborInterpolatedRateObservation.Builder - Class in com.opengamma.strata.finance.rate: The bean-builder for IborInterpolatedRateObservation.
IborInterpolatedRateObservation.Meta - Class in com.opengamma.strata.finance.rate: The meta-bean for IborInterpolatedRateObservation.
IborRateAveragingMethod - Enum in com.opengamma.strata.finance.rate.swap: A convention defining how to average floating rates.
IborRateCalculation - Class in com.opengamma.strata.finance.rate.swap: Defines the calculation of a floating rate swap leg based on an IBOR-like index.
IborRateCalculation.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for IborRateCalculation.
IborRateCalculation.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for IborRateCalculation.
IborRateObservation - Class in com.opengamma.strata.finance.rate: Defines the observation of a rate of interest from a single IBOR-like index.
IborRateObservation.Builder - Class in com.opengamma.strata.finance.rate: The bean-builder for IborRateObservation.
IborRateObservation.Meta - Class in com.opengamma.strata.finance.rate: The meta-bean for IborRateObservation.
IborRateSensitivity - Class in com.opengamma.strata.market.sensitivity: Point sensitivity to a rate from an Ibor index curve.
IborRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity: The meta-bean for IborRateSensitivity.
IborRateSwapLegConvention - Class in com.opengamma.strata.finance.rate.swap.type: A market convention for the floating leg of rate swap trades based on an Ibor index.
IborRateSwapLegConvention.Builder - Class in com.opengamma.strata.finance.rate.swap.type: The bean-builder for IborRateSwapLegConvention.
IborRateSwapLegConvention.Meta - Class in com.opengamma.strata.finance.rate.swap.type: The meta-bean for IborRateSwapLegConvention.
ID - Static variable in class com.opengamma.strata.basics.location.Country: The country 'ID' - Indonesia.
id(String) - Static method in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitRedCode: Creates a standard identifier using the correct Markit RED code scheme.
id(StandardId) - Method in class com.opengamma.strata.finance.TradeInfo.Builder: Sets the id property in the builder.
id() - Method in class com.opengamma.strata.finance.TradeInfo.Meta: The meta-property for the id property.
IdentifiableBean - Interface in com.opengamma.strata.collect.id: Provides uniform access to beans that can supply a standard identifier.
identity() - Static method in interface com.opengamma.strata.engine.marketdata.mapping.FeedIdMapping: Returns a mapping that always returns the ID that is passed in.
idForFeed(ObservableId) - Method in interface com.opengamma.strata.engine.marketdata.mapping.FeedIdMapping: Returns an observable ID that can be used for looking up the market data in a market data feed if there is a mapping defined for the ID argument.
idForFeed(ObservableId) - Method in class com.opengamma.strata.engine.marketdata.mapping.MissingDataAwareFeedIdMapping
IDR - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'IDR' = Indonesian Rupiah.
ignoreFailures(boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder: Sets the ignoreFailures property in the builder.
ignoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta: The meta-property for the ignoreFailures property.
IL - Static variable in class com.opengamma.strata.basics.location.Country: The country 'IL' - Israel.
ILS - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'ILS' = Israeli Shekel.
IMM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'IMM' roll convention which adjusts the date to the third Wednesday.
IMMAUD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.
IMMNZD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'IMMNZD' roll convention which adjusts the date to the first Wednesday on or after the ninth day of the month.
ImmutableFxIndex - Class in com.opengamma.strata.basics.index: A foreign exchange index implementation based on an immutable set of rules.
ImmutableFxIndex.Builder - Class in com.opengamma.strata.basics.index: The bean-builder for ImmutableFxIndex.
ImmutableFxIndex.Meta - Class in com.opengamma.strata.basics.index: The meta-bean for ImmutableFxIndex.
ImmutableHolidayCalendar - Class in com.opengamma.strata.basics.date: A holiday calendar implementation based on an immutable set of holiday dates and weekends.
ImmutableHolidayCalendar.Meta - Class in com.opengamma.strata.basics.date: The meta-bean for ImmutableHolidayCalendar.
ImmutableIborIndex - Class in com.opengamma.strata.basics.index: An IBOR-like index implementation based on an immutable set of rules.
ImmutableIborIndex.Builder - Class in com.opengamma.strata.basics.index: The bean-builder for ImmutableIborIndex.
ImmutableIborIndex.Meta - Class in com.opengamma.strata.basics.index: The meta-bean for ImmutableIborIndex.
ImmutableOvernightIndex - Class in com.opengamma.strata.basics.index: An overnight index, such as Sonia or Eonia.
ImmutableOvernightIndex.Builder - Class in com.opengamma.strata.basics.index: The bean-builder for ImmutableOvernightIndex.
ImmutableOvernightIndex.Meta - Class in com.opengamma.strata.basics.index: The meta-bean for ImmutableOvernightIndex.
ImmutablePriceIndex - Class in com.opengamma.strata.basics.index: A price index implementation based on an immutable set of rules.
ImmutablePriceIndex.Builder - Class in com.opengamma.strata.basics.index: The bean-builder for ImmutablePriceIndex.
ImmutablePriceIndex.Meta - Class in com.opengamma.strata.basics.index: The meta-bean for ImmutablePriceIndex.
ImmutableRatesProvider - Class in com.opengamma.strata.pricer.rate: The default immutable rates provider, used to calculate analytic measures.
ImmutableRatesProvider.Builder - Class in com.opengamma.strata.pricer.rate: The bean-builder for ImmutableRatesProvider.
ImmutableRatesProvider.Meta - Class in com.opengamma.strata.pricer.rate: The meta-bean for ImmutableRatesProvider.
impliedVolatility(Swaption, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionProductPricerBeta: Computes the implied Normal volatility of the swaption.
IN - Static variable in class com.opengamma.strata.basics.location.Country: The country 'IN' - India.
Index - Interface in com.opengamma.strata.basics.index: An index of values, such as LIBOR, FED FUND or daily exchange rates.
index(FxIndex) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta: The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta: The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta: The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta: The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta: The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta: The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta: The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta: The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta: The meta-property for the index property.
index(PriceIndex) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta: The meta-property for the index property.
index(PriceIndex) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta: The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta: The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta: The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta: The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta: The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta: The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta: The meta-property for the index property.
index(PriceIndex) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta: The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta: The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta: The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta: The meta-property for the index property.
index(RateIndex) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Meta: The meta-property for the index property.
INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The observed index, such as an Ibor or Overnight index.
index() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta: The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder: Sets the index property in the builder.
index() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta: The meta-property for the index property.
index() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta: The meta-property for the index property.
index0001 - Static variable in class com.opengamma.strata.examples.finance.CdsTradeExample
INDEX_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The observed index value, typically derived from a curve.
indexAnnexVersion(int) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder: Sets the indexAnnexVersion property in the builder.
indexAnnexVersion() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta: The meta-property for the indexAnnexVersion property.
indexCurve(Index) - Static method in class com.opengamma.strata.market.key.MarketDataKeys: Returns a market data key for the forward curve for an index.
indexCurves(MulticurveProviderDiscount) - Static method in class com.opengamma.strata.pricer.impl.Legacy: Converts a multicurve to a map of index to curve.
indexCurves(Map<Index, Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder: Sets the indexCurves property in the builder.
indexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta: The meta-property for the indexCurves property.
indexId(StandardId) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder: Sets the indexId property in the builder.
indexId() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta: The meta-property for the indexId property.
indexInterpolated(IborIndex) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder: Sets the indexInterpolated property in the builder.
indexInterpolated() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta: The meta-property for the indexInterpolated property.
indexInterpolated(IborIndex) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder: Sets the indexInterpolated property in the builder.
indexInterpolated() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta: The meta-property for the indexInterpolated property.
IndexRateId - Class in com.opengamma.strata.market.id: A market data ID identifying the current and historical values for an Index.
IndexRateId.Meta - Class in com.opengamma.strata.market.id: The meta-bean for IndexRateId.
IndexRateKey - Class in com.opengamma.strata.market.key: Market data key identifying the current and historical values for an index.
IndexRateKey.Meta - Class in com.opengamma.strata.market.key: The meta-bean for IndexRateKey.
IndexReferenceInformation - Class in com.opengamma.strata.finance.credit: Reference data for a CDS index.
IndexReferenceInformation.Builder - Class in com.opengamma.strata.finance.credit: The bean-builder for IndexReferenceInformation.
IndexReferenceInformation.Meta - Class in com.opengamma.strata.finance.credit: The meta-bean for IndexReferenceInformation.
indexSeries(int) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder: Sets the indexSeries property in the builder.
indexSeries() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta: The meta-property for the indexSeries property.
InflationInterpolatedRateObservation - Class in com.opengamma.strata.finance.rate: Defines the observation of inflation figures from a price index with interpolation.
InflationInterpolatedRateObservation(InflationInterpolatedRateObservation.Builder) - Constructor for class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation: Restricted constructor.
InflationInterpolatedRateObservation.Builder - Class in com.opengamma.strata.finance.rate: The bean-builder for InflationInterpolatedRateObservation.
InflationInterpolatedRateObservation.Meta - Class in com.opengamma.strata.finance.rate: The meta-bean for InflationInterpolatedRateObservation.
InflationMonthlyRateObservation - Class in com.opengamma.strata.finance.rate: Defines the observation of inflation figures from a price index.
InflationMonthlyRateObservation.Builder - Class in com.opengamma.strata.finance.rate: The bean-builder for InflationMonthlyRateObservation.
InflationMonthlyRateObservation.Meta - Class in com.opengamma.strata.finance.rate: The meta-bean for InflationMonthlyRateObservation.
InflationRateCalculation - Class in com.opengamma.strata.finance.rate.swap: Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
InflationRateCalculation.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for InflationRateCalculation.
InflationRateCalculation.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for InflationRateCalculation.
InflationRateSensitivity - Class in com.opengamma.strata.market.sensitivity: Point sensitivity to a rate from a price index curve.
InflationRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity: The meta-bean for InflationRateSensitivity.
IniFile - Class in com.opengamma.strata.collect.io: An INI file.
initialExchange(boolean) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder: Sets the initialExchange property in the builder.
initialExchange() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta: The meta-property for the initialExchange property.
initialExchange(boolean) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder: Sets the initialExchange property in the builder.
initialExchange() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta: The meta-property for the initialExchange property.
initialPrice(double) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder: Sets the initialPrice property in the builder.
initialPrice() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta: The meta-property for the initialPrice property.
initialPrice(double) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder: Sets the initialPrice property in the builder.
initialPrice() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta: The meta-property for the initialPrice property.
initialPrice(double) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder: Sets the initialPrice property in the builder.
initialPrice() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta: The meta-property for the initialPrice property.
initialPrice(Double) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder: Sets the initialPrice property in the builder.
initialPrice() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta: The meta-property for the initialPrice property.
initialPrice(double) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder: Sets the initialPrice property in the builder.
initialPrice() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta: The meta-property for the initialPrice property.
initialStub(StubCalculation) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder: Sets the initialStub property in the builder.
initialStub() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta: The meta-property for the initialStub property.
initialValue(double) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder: Sets the initialValue property in the builder.
initialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta: The meta-property for the initialValue property.
inOrderNotEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the two values are in order and not equal.
inOrderOrEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the two values are in order or equal.
INR - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'INR' = Indian Rupee.
inRange(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the argument is within the range defined by low <= x < high.
inRangeExclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the argument is within the range defined by low < x < high.
inRangeInclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the argument is within the range defined by low <= x <= high.
INSTANCE - Static variable in class com.opengamma.strata.engine.marketdata.functions.MissingMappingMarketDataFunction: The single shared instance of the class.
INSTANCE - Static variable in class com.opengamma.strata.engine.marketdata.mapping.MissingMapping: Singleton instance.
INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter: The single shared instance.
INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter: The single shared instance.
INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter: The single shared instance.
instance() - Static method in interface com.opengamma.strata.pricer.rate.RateObservationFn: Returns a default instance of the function.
instance() - Static method in interface com.opengamma.strata.pricer.rate.swap.PaymentEventPricer: Returns a default instance of the function.
instance() - Static method in interface com.opengamma.strata.pricer.rate.swap.PaymentPeriodPricer: Returns a default instance of the function.
INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter: The static instance.
INSTANCE - Static variable in class com.opengamma.strata.report.format.ToStringValueFormatter: Singleton instance.
INSTANCE - Static variable in class com.opengamma.strata.report.format.UnsupportedValueFormatter: Singleton instance.
INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportFormatter: The static instance.
IntDoublePair - Class in com.opengamma.strata.collect.tuple: An immutable pair consisting of an int and double.
IntDoublePair.Meta - Class in com.opengamma.strata.collect.tuple: The meta-bean for IntDoublePair.
intermediateExchange(boolean) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder: Sets the intermediateExchange property in the builder.
intermediateExchange() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta: The meta-property for the intermediateExchange property.
intermediateExchange(boolean) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder: Sets the intermediateExchange property in the builder.
intermediateExchange() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta: The meta-property for the intermediateExchange property.
interpolated(boolean) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder: Sets the interpolated property in the builder.
interpolated() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta: The meta-property for the interpolated property.
InterpolatedCurveConfig - Class in com.opengamma.strata.market.curve.config: Configuration specifying how to calibrate a curve.
InterpolatedCurveConfig.Builder - Class in com.opengamma.strata.market.curve.config: The bean-builder for InterpolatedCurveConfig.
InterpolatedCurveConfig.Meta - Class in com.opengamma.strata.market.curve.config: The meta-bean for InterpolatedCurveConfig.
InterpolatedNodalCurve - Class in com.opengamma.strata.market.curve: A curve based on interpolation between a number of nodal points.
InterpolatedNodalCurve.Builder - Class in com.opengamma.strata.market.curve: The bean-builder for InterpolatedNodalCurve.
InterpolatedNodalCurve.Meta - Class in com.opengamma.strata.market.curve: The meta-bean for InterpolatedNodalCurve.
interpolator(CurveInterpolator) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder: Sets the interpolator property in the builder.
interpolator() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta: The meta-property for the interpolator property.
INTERPOLATOR - Static variable in class com.opengamma.strata.function.interpolator.CurveExtrapolators: Extrapolator that does no extrapolation and delegates to the interpolator.
interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder: Sets the interpolator property in the builder.
interpolator() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta: The meta-property for the interpolator property.
interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder: Sets the interpolator property in the builder.
interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta: The meta-property for the interpolator property.
intersection(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange: Calculates the range that is the intersection of this range and the specified range.
intersection(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Obtains the intersection of a pair of time series.
invalidTokenFailure(T, String) - Method in class com.opengamma.strata.report.result.TokenEvaluator: Generates a failure result for an invalid token.
inverse() - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Gets the inverse currency pair.
inverse() - Method in class com.opengamma.strata.basics.currency.FxRate: Gets the inverse rate.
inverse() - Method in class com.opengamma.strata.finance.fx.ExpandedFx: Returns the inverse transaction.
inverse() - Method in class com.opengamma.strata.finance.fx.FxPayment: Returns the inverse payment.
IR01_BUCKETED_PAR - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the (vector) PV change to a series of 1 bps shifts in par interest rates at each curve node.
IR01_BUCKETED_ZERO - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the (vector) PV change to a series of 1 bps shifts in zero interest rates at each curve node.
IR01_PARALLEL_PAR - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the (scalar) PV change to a 1 bps shift in par interest rates.
IR01_PARALLEL_ZERO - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the (scalar) PV change to a 1 bps shift in zero interest rates of calibrated curve.
ir01BucketedPar(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer: Calculates the vector PV change to a series of 1 basis point shifts in par interest rates at each curve node.
ir01ParallelPar(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer: Calculates the scalar PV change to a 1 basis point shift in par interest rates.
IS - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'IS' - Iceland.
isAfter(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange: Checks if this range is entirely after the specified range.
isBefore(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange: Checks if this range is entirely before the specified range.
isBusinessDay(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Checks if the specified date is a business day.
isBuy() - Method in enum com.opengamma.strata.basics.BuySell: Checks if the type is 'Buy'.
isCalculateBackwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention: Checks if the schedule is calculated backwards from the end date to the start date.
isCalculateForwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention: Checks if the schedule is calculated forwards from the start date to the end date.
isCall() - Method in enum com.opengamma.strata.basics.PutCall: Checks if the type is 'Call'.
isCashSettled() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption: Gets whether the option is cash settled, defaulted to physical.
isCdsDate(LocalDate) - Static method in class com.opengamma.strata.finance.credit.CdsDatesLogic: Checks if the specified date is a CDS date.
isCompoundingApplicable() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod: Checks whether compounding applies.
isConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Checks if this currency pair is a conventional currency pair.
isConvertCurrencies() - Method in class com.opengamma.strata.function.calculation.AbstractCalculationFunction: Gets whether currencies in the result should be automatically converted.
isCrossCurrency() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap: Checks if this trade is cross-currency.
isCrossCurrency() - Method in class com.opengamma.strata.finance.rate.swap.Swap: Checks if this trade is cross-currency.
ISDA_CHF - Static variable in class com.opengamma.strata.finance.credit.type.IsdaYieldCurveConventions: The ISDA CHF curve.
ISDA_EUR - Static variable in class com.opengamma.strata.finance.credit.type.IsdaYieldCurveConventions: The ISDA EUR curve.
ISDA_GBP - Static variable in class com.opengamma.strata.finance.credit.type.IsdaYieldCurveConventions: The ISDA GBP curve.
ISDA_JPY - Static variable in class com.opengamma.strata.finance.credit.type.IsdaYieldCurveConventions: The ISDA JPY curve.
ISDA_USD - Static variable in class com.opengamma.strata.finance.credit.type.IsdaYieldCurveConventions: The ISDA USD curve.
IsdaCdsHelper - Class in com.opengamma.strata.pricer.credit: Helper for interacting with the underlying Analytics layer for CDS pricing.
IsdaCdsHelper() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsHelper
IsdaCdsPricer - Class in com.opengamma.strata.pricer.credit: Pricer for for CDS products using the ISDA methodology.
IsdaCdsPricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsPricer
IsdaCreditCurveParRates - Class in com.opengamma.strata.market.curve: The par rates used when calibrating an ISDA credit curve.
IsdaCreditCurveParRates.Meta - Class in com.opengamma.strata.market.curve: The meta-bean for IsdaCreditCurveParRates.
IsdaIndexCreditCurveParRatesId - Class in com.opengamma.strata.market.id: Market data ID for a set of par rates to be used in the ISDA credit model's credit curve calibration for an index.
IsdaIndexCreditCurveParRatesId.Meta - Class in com.opengamma.strata.market.id: The meta-bean for IsdaIndexCreditCurveParRatesId.
IsdaIndexCreditCurveParRatesKey - Class in com.opengamma.strata.market.key: Market data key identifying a set of par rates to be used in the ISDA credit model's credit curve calibration for an index.
IsdaIndexCreditCurveParRatesKey.Meta - Class in com.opengamma.strata.market.key: The meta-bean for IsdaIndexCreditCurveParRatesKey.
IsdaSingleNameCreditCurveParRatesId - Class in com.opengamma.strata.market.id: Market data ID for a set of par rates to be used in the ISDA credit model's credit curve calibration for a single-name.
IsdaSingleNameCreditCurveParRatesId.Meta - Class in com.opengamma.strata.market.id: The meta-bean for IsdaSingleNameCreditCurveParRatesId.
IsdaSingleNameCreditCurveParRatesKey - Class in com.opengamma.strata.market.key: Market data key identifying a set of par rates to be used in the ISDA credit model's credit curve calibration for a single-name.
IsdaSingleNameCreditCurveParRatesKey.Meta - Class in com.opengamma.strata.market.key: The meta-bean for IsdaSingleNameCreditCurveParRatesKey.
IsdaYieldCurveConvention - Interface in com.opengamma.strata.finance.credit.type: CDS Standard model definition for parameters required to bootstrap an ISDA yield curve
IsdaYieldCurveConventions - Class in com.opengamma.strata.finance.credit.type: Market conventions used to bootstrap an ISDA yield curve
IsdaYieldCurveParRates - Class in com.opengamma.strata.market.curve: The par rates used when calibrating an ISDA yield curve.
IsdaYieldCurveParRates.Meta - Class in com.opengamma.strata.market.curve: The meta-bean for IsdaYieldCurveParRates.
IsdaYieldCurveParRatesId - Class in com.opengamma.strata.market.id: Market data ID identifying a set of par rates to be used in the ISDA credit model's yield curve calibration for a currency.
IsdaYieldCurveParRatesId.Meta - Class in com.opengamma.strata.market.id: The meta-bean for IsdaYieldCurveParRatesId.
IsdaYieldCurveParRatesKey - Class in com.opengamma.strata.market.key: Market data key identifying a set of par rates to be used in the ISDA credit model's yield yield curve calibration for a currency.
IsdaYieldCurveParRatesKey.Meta - Class in com.opengamma.strata.market.key: The meta-bean for IsdaYieldCurveParRatesKey.
IsdaYieldCurveUnderlyingType - Enum in com.opengamma.strata.market.curve: Enumerates the supported types of underlying instruments on an ISDA yield curve.
isEmpty() - Method in class com.opengamma.strata.collect.io.PropertySet: Checks if this property set is empty.
isEmpty() - Method in class com.opengamma.strata.collect.range.LocalDateRange: Checks if the range is empty.
isEmpty() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Indicates if this time-series is empty.
isEndOfMonthConvention() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo: Checks if the end of month convention is in use.
isEndOfMonthConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule: Checks if the end of month convention is in use.
isFailure() - Method in class com.opengamma.strata.collect.result.Result: Indicates if this result represents a failure.
isFalse(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified boolean is false.
isFalse(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified boolean is false.
isFinalExchange() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule: Gets the flag indicating whether to exchange the final notional.
isFinalExchange() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: Gets the flag indicating whether to exchange the final notional.
isFixed() - Method in enum com.opengamma.strata.finance.rate.swap.SwapLegType: Checks if the type is 'Fixed'.
isFixedRate() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation: Checks if the stub has a fixed rate.
isFloat() - Method in enum com.opengamma.strata.finance.rate.swap.SwapLegType: Checks if the type is floating, defined as 'Ibor', 'Overnight' or 'Inflation'.
isFloatingRate() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation: Checks if the stub has a floating rate.
isHoliday(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Checks if the specified date is a holiday.
isHoliday(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
isIgnoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn: Gets whether to ignore failures, or report the errors.
isIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.finance.credit.CdsDatesLogic: Checks if the specified date is an index roll date.
isInitialExchange() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule: Gets the flag indicating whether to exchange the initial notional.
isInitialExchange() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: Gets the flag indicating whether to exchange the initial notional.
isIntermediateExchange() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule: Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
isIntermediateExchange() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
isInterpolated() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation: Gets how the reference index calculation occurs, defaulted to false.
isInterpolated() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation: Checks if the stub has an interpolated rate.
isInverse(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Checks if this currency pair is the inverse of the specified pair.
isIsMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider: Gets flag indicating if the moneyness is on the price (true) or on the rate (false).
ISK - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'ISK' = Icelandic Krone.
isLastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Checks if the specified date is the last business day of the month.
isLastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
isLong() - Method in enum com.opengamma.strata.basics.LongShort: Checks if the type is 'Long'.
isLong() - Method in enum com.opengamma.strata.basics.schedule.StubConvention: Checks if this convention may result in a long stub.
isMoneynessOnPrice(boolean) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder: Sets the isMoneynessOnPrice property in the builder.
isMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta: The meta-property for the isMoneynessOnPrice property.
isMonthBased() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention: Checks whether the convention requires a month-based period.
isMonthBased() - Method in class com.opengamma.strata.basics.date.Tenor: Checks if the tenor is month-based.
isMonthBased() - Method in class com.opengamma.strata.basics.schedule.Frequency: Checks if the periodic frequency is month-based.
isNotScheme(String) - Method in class com.opengamma.strata.collect.id.StandardId: Checks if the scheme of this identifier does not equal the specified scheme.
isPay() - Method in enum com.opengamma.strata.basics.PayReceive: Checks if the type is 'Pay'.
isPayAccruedOnDefault() - Method in class com.opengamma.strata.finance.credit.Cds: Gets whether the accrued premium is paid in the event of a default.
isPayAccruedOnDefault() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Gets whether the accrued premium is paid in the event of a default.
isPut() - Method in enum com.opengamma.strata.basics.PutCall: Checks if the type is 'Put'.
isReceive() - Method in enum com.opengamma.strata.basics.PayReceive: Checks if the type is 'Receive'.
isRegular(Frequency, RollConvention) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Checks if this period is regular according to the specified frequency and roll convention.
isRelated(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Checks if this currency pair is related to the specified pair.
isResolved() - Method in interface com.opengamma.strata.collect.id.Link: Checks if the link is resolved.
isResolved() - Method in class com.opengamma.strata.collect.id.StandardLink
isResolved() - Method in class com.opengamma.strata.finance.SecurityLink: Checks if the link is resolved.
isScheme(String) - Method in class com.opengamma.strata.collect.id.StandardId: Checks if the scheme of this identifier equals the specified scheme.
isSell() - Method in enum com.opengamma.strata.basics.BuySell: Checks if the type is 'Sell'.
isShort() - Method in enum com.opengamma.strata.basics.LongShort: Checks if the type is 'Short'.
isShort() - Method in enum com.opengamma.strata.basics.schedule.StubConvention: Checks if this convention may result in a short stub.
isSuccess() - Method in class com.opengamma.strata.collect.result.Result: Indicates if this result represents a successful call and has a result available.
isTerm() - Method in class com.opengamma.strata.basics.schedule.Frequency: Checks if the periodic frequency is the 'Term' instance.
isTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule: Checks if this schedule represents a single 'Term' period.
isTrue(boolean) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified boolean is true.
isTrue(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified boolean is true.
isTrue(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified boolean is true.
isTrue(boolean, String, long) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified boolean is true.
isTrue(boolean, String, double) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified boolean is true.
isUnboundedEnd() - Method in class com.opengamma.strata.collect.range.LocalDateRange: Checks if the end date is unbounded.
isUnboundedStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange: Checks if the start date is unbounded.
isWeekBased() - Method in class com.opengamma.strata.basics.date.Tenor: Checks if the tenor is week-based.
isWeekBased() - Method in class com.opengamma.strata.basics.schedule.Frequency: Checks if the periodic frequency is week-based.
IT - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'IT' - Italy.
items() - Method in class com.opengamma.strata.collect.result.Failure.Meta: The meta-property for the items property.
items(List<Result<?>>) - Method in class com.opengamma.strata.engine.calculations.Results.Builder: Sets the items property in the builder.
items() - Method in class com.opengamma.strata.engine.calculations.Results.Meta: The meta-property for the items property.
IterableTokenEvaluator - Class in com.opengamma.strata.report.result
IterableTokenEvaluator() - Constructor for class com.opengamma.strata.report.result.IterableTokenEvaluator

J

JarMarketDataBuilder - Class in com.opengamma.strata.examples.marketdata: Loads market data from the standard directory structure embedded within a JAR file.
JarMarketDataBuilder(File, String) - Constructor for class com.opengamma.strata.examples.marketdata.JarMarketDataBuilder: Constructs an instance.
JodaBeanParameterConverter<T> - Class in com.opengamma.strata.examples.report: Abstract parameter converter for bean types.
JodaBeanParameterConverter() - Constructor for class com.opengamma.strata.examples.report.JodaBeanParameterConverter
JP - Static variable in class com.opengamma.strata.basics.location.Country: The country 'JP' - Japan.
JP_CPI_EXF - Static variable in class com.opengamma.strata.basics.index.PriceIndices: The consumer price index for Japan excluding fresh food, "Non-revised Consumer Price Index Nationwide General Excluding Fresh Food".
JPTO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars: The holiday calendar for Tokyo, Japan, with code 'JPTO'.
JPY - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'JPY' - Japanese Yen.
JPY_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month LIBOR index for JPY.
JPY_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month LIBOR index for JPY.
JPY_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week LIBOR index for JPY.
JPY_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month LIBOR index for JPY.
JPY_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month LIBOR index for JPY.
JPY_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month LIBOR index for JPY.
JPY_TIBOR_EUROYEN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month TIBOR (Euroyen) index.
JPY_TIBOR_JAPAN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week TIBOR (Japan) index.
JPY_TIBOR_JAPAN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month TIBOR (Japan) index.
JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The TONAR index for JPY.
JPY_TONAR - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the JPY TONAR index.
JPYLIBOR12M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the JPY LIBOR 12M index.
JPYLIBOR1M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the JPY LIBOR 1M index.
JPYLIBOR3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the JPY LIBOR 3M index.
JPYLIBOR6M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the JPY LIBOR 6M index.

K

key() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId.Meta: The meta-property for the key property.
key() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId.Meta: The meta-property for the key property.
keys() - Method in class com.opengamma.strata.collect.io.IniFile: Returns the set of keys of this INI file.
keys() - Method in class com.opengamma.strata.collect.io.PropertySet: Returns the set of keys of this property set.
KR - Static variable in class com.opengamma.strata.basics.location.Country: The country 'KR' - South Korea.
KRW - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'KRW' = South Korean Won.

L

label() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta: The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta: The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta: The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta: The meta-property for the label property.
lag(Period) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder: Sets the lag property in the builder.
lag() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta: The meta-property for the lag property.
LAST_BUSINESS_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions: Convention applying a last business day of month rule.
LAST_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions: Convention applying a last day of month rule, ignoring business days.
lastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Calculates the last business day of the month.
lastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
lastRegularEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder: Sets the lastRegularEndDate property in the builder.
lastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta: The meta-property for the lastRegularEndDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder: Sets the lastTradeDate property in the builder.
lastTradeDate() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta: The meta-property for the lastTradeDate property.
leftExtrapolator(CurveExtrapolator) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder: Sets the leftExtrapolator property in the builder.
leftExtrapolator() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta: The meta-property for the leftExtrapolator property.
leftExtrapolator(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder: Sets the leftExtrapolator property in the builder.
leftExtrapolator() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta: The meta-property for the leftExtrapolator property.
LEG_INITIAL_NOTIONAL - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the initial notional amount of each leg of the calculation target.
LEG_PRESENT_VALUE - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the present value of each leg of the calculation target.
LEG_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: An indication of the pay-off formula that applies to the leg.
Legacy - Class in com.opengamma.strata.pricer.impl: Static utilities to convert types to legacy types.
LegacyIndices - Class in com.opengamma.strata.pricer.impl: Static utilities to convert types to legacy types.
LegAmount - Interface in com.opengamma.strata.market.amount: Represents an amount of a currency associated with one leg of an instrument.
LegAmounts - Class in com.opengamma.strata.market.amount: A collection of leg amounts.
LegAmounts.Meta - Class in com.opengamma.strata.market.amount: The meta-bean for LegAmounts.
legCurrency(Currency) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder: Sets the legCurrency property in the builder.
legCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta: The meta-property for the legCurrency property.
legs(List<ExpandedSwapLeg>) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder: Sets the legs property in the builder.
legs(ExpandedSwapLeg...) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder: Sets the legs property in the builder from an array of objects.
legs() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Meta: The meta-property for the legs property.
legs(List<SwapLeg>) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder: Sets the legs property in the builder.
legs(SwapLeg...) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder: Sets the legs property in the builder from an array of objects.
legs() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta: The meta-property for the legs property.
LEGS - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The list of legs.
legType(SwapLegType) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder: Sets the legType property in the builder.
legType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta: The meta-property for the legType property.
length() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Returns the length of the period.
lengthInDays() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Calculates the number of days in the period.
line(int) - Method in class com.opengamma.strata.examples.marketdata.CsvFile: Returns a single line.
LINEAR - Static variable in class com.opengamma.strata.function.interpolator.CurveExtrapolators: Log linear extrapolator.
LINEAR - Static variable in class com.opengamma.strata.function.interpolator.CurveInterpolators: Linear interpolator.
lineCount() - Method in class com.opengamma.strata.examples.marketdata.CsvFile: Returns the number of data lines.
lines() - Method in class com.opengamma.strata.examples.marketdata.CsvFile: Returns all data lines in the file.
Link<T extends IdentifiableBean> - Interface in com.opengamma.strata.collect.id: Defines a link to a target object using an identifier.
LinkResolutionException - Exception in com.opengamma.strata.collect.id: Exception thrown if the target of a link cannot be resolved.
LinkResolutionException(String) - Constructor for exception com.opengamma.strata.collect.id.LinkResolutionException: Creates the exception passing the failed link.
LinkResolver - Interface in com.opengamma.strata.collect.id: A resolver that can provide the target when resolving links.
listOf(YearMonth...) - Static method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId: Returns a list of IDs for futures with the specified expiries.
listOf(Tenor...) - Static method in class com.opengamma.strata.market.curve.TenorCurveNodeId: Returns a list of IDs for multiple tenors.
listOfEmpty(int) - Static method in interface com.opengamma.strata.market.curve.CurveParameterMetadata: Gets a list of empty metadata instances.
load(IniFile) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
load(IniFile) - Method in class com.opengamma.strata.report.MasterReportTemplateIniLoader
load(IniFile) - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader: Loads the report template.
load(IniFile) - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
loadAllCurves(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.examples.marketdata.curve.RatesCurvesCsvLoader: Loads the available rates curves from the CSV resources for all dates.
loadAllRatesCurves() - Method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder: Gets all rates curves.
loadCurves(ResourceLocator, ResourceLocator, Collection<ResourceLocator>, LocalDate) - Static method in class com.opengamma.strata.examples.marketdata.curve.RatesCurvesCsvLoader: Loads the available rates curves from the CSV resources for a given curve date.
LoadedCurveKey - Class in com.opengamma.strata.examples.marketdata.curve: Identifies an instance of a named curve on a specific date.
LoadedCurveKey.Meta - Class in com.opengamma.strata.examples.marketdata.curve: The meta-bean for LoadedCurveKey.
LoadedCurveName - Class in com.opengamma.strata.examples.marketdata.curve: Identifies a named curve across potentially multiple dates.
LoadedCurveName.Meta - Class in com.opengamma.strata.examples.marketdata.curve: The meta-bean for LoadedCurveName.
LoadedCurveNode - Class in com.opengamma.strata.examples.marketdata.curve: Represents a node on a calibrated curve.
LoadedCurveNode.Meta - Class in com.opengamma.strata.examples.marketdata.curve: The meta-bean for LoadedCurveNode.
LoadedCurveSettings - Class in com.opengamma.strata.examples.marketdata.curve: Represents curve settings, used when loading curves.
LoadedCurveSettings.Builder - Class in com.opengamma.strata.examples.marketdata.curve: The bean-builder for LoadedCurveSettings.
LoadedCurveSettings.Meta - Class in com.opengamma.strata.examples.marketdata.curve: The meta-bean for LoadedCurveSettings.
LoaderUtils - Class in com.opengamma.strata.examples.marketdata: Contains utilities for loading market data from input files.
loadExamplePortfolio() - Static method in class com.opengamma.strata.examples.finance.CdsTradeExample
loadExpectedResults(String) - Static method in class com.opengamma.strata.examples.data.ExampleData: Loads a golden copy of expected results from a text file.
loadFixingSeries(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.examples.marketdata.timeseries.FixingSeriesCsvLoader: Loads a set of historical fixing series into memory from CSV resources.
loadQuotes(ResourceLocator, LocalDate) - Static method in class com.opengamma.strata.examples.marketdata.QuotesCsvLoader: Loads the available quotes from the CSV resources.
loadTradeReportTemplate(String) - Static method in class com.opengamma.strata.examples.data.ExampleData: Loads a trade report template from the standard INI format.
LocalDateDoublePoint - Class in com.opengamma.strata.collect.timeseries: Immutable representation of a single point in a LocalDateDoubleTimeSeries.
LocalDateDoubleTimeSeries - Interface in com.opengamma.strata.collect.timeseries: Interface for all local date time-series types containing double values.
LocalDateDoubleTimeSeriesBuilder - Class in com.opengamma.strata.collect.timeseries: Builder to create the immutable LocalDateDoubleTimeSeries.
LocalDateParameterConverter - Class in com.opengamma.strata.examples.report: Parameter converter for LocalDate.
LocalDateParameterConverter() - Constructor for class com.opengamma.strata.examples.report.LocalDateParameterConverter
LocalDateRange - Class in com.opengamma.strata.collect.range: A range of local dates.
LocalDateRange.Meta - Class in com.opengamma.strata.collect.range: The meta-bean for LocalDateRange.
LOG_LINEAR - Static variable in class com.opengamma.strata.function.interpolator.CurveExtrapolators: Log linear extrapolator.
LOG_LINEAR - Static variable in class com.opengamma.strata.function.interpolator.CurveInterpolators: Log linear interpolator.
LOG_NATURAL_CUBIC_MONOTONE - Static variable in class com.opengamma.strata.function.interpolator.CurveInterpolators: Log natural cubic interpolation with monotonicity filter.
LongDoublePair - Class in com.opengamma.strata.collect.tuple: An immutable pair consisting of a long and double.
LongDoublePair.Meta - Class in com.opengamma.strata.collect.tuple: The meta-bean for LongDoublePair.
longIndex(IborIndex) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder: Sets the longIndex property in the builder.
longIndex() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta: The meta-property for the longIndex property.
LongShort - Enum in com.opengamma.strata.basics: Flag indicating whether a trade is "long" or "short".
longShort(LongShort) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder: Sets the longShort property in the builder.
longShort() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta: The meta-property for the longShort property.
longShort(LongShort) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder: Sets the longShort property in the builder.
longShort() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta: The meta-property for the longShort property.
lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum: Looks up an instance by name.
lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum: Looks up an instance by name and type.
lookup(String) - Method in interface com.opengamma.strata.collect.named.NamedLookup: Looks up an instance by name, returning null if not found.
lookupAll() - Method in class com.opengamma.strata.collect.named.ExtendedEnum: Returns the map of known instances by name.
lookupAll() - Method in interface com.opengamma.strata.collect.named.NamedLookup: Returns the immutable map of known instances by name.
LU - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'LU' - Luxembourg.

M

main(String[]) - Static method in class com.opengamma.strata.examples.basics.ScheduleGui: Launch GUI, no arguments needed.
main(String[]) - Static method in class com.opengamma.strata.examples.finance.CdsPricingExample: Runs the example, pricing the instruments, producing the output as an ASCII table.
main(String[]) - Static method in class com.opengamma.strata.examples.finance.CdsTradeExample: Runs the example, serializing and deserializing the portfolio and printing to the screen.
main(String[]) - Static method in class com.opengamma.strata.examples.finance.CurveScenarioExample: Runs the example, pricing the instruments, producing the output as an ASCII table.
main(String[]) - Static method in class com.opengamma.strata.examples.finance.FraPricingExample: Runs the example, pricing the instruments, producing the output as an ASCII table.
main(String[]) - Static method in class com.opengamma.strata.examples.finance.GenericFuturePricingExample: Runs the example, pricing the instruments, producing the output as an ASCII table.
main(String[]) - Static method in class com.opengamma.strata.examples.finance.HistoricalScenarioExample
main(String[]) - Static method in class com.opengamma.strata.examples.finance.SwapPricingExample: Runs the example, pricing the instruments, producing the output as an ASCII table.
main(String[]) - Static method in class com.opengamma.strata.examples.finance.SwapTradeModelDemo: Launch demo, no arguments needed.
main(String[]) - Static method in class com.opengamma.strata.examples.report.ReportRunnerTool: Runs the tool.
map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.Result: Processes a successful result by applying a function that alters the value.
map() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta: The meta-property for the map property.
mapAmount(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Applies an operation to the amount.
mapAmounts(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Applies an operation to the amounts.
mapping(MarketDataMapping<?, ?>) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder: Adds a an arbitrary mapping to the builder.
mappings(CalculationTarget) - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
mappings() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule.Meta: The meta-property for the mappings property.
mappings(CalculationTarget) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
mappings() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta: The meta-property for the mappings property.
mappings(CalculationTarget) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
mappings(CalculationTarget) - Method in interface com.opengamma.strata.engine.config.MarketDataRule: Returns a set of market data mappings for the target if it matches this rule, otherwise an empty Optional.
mappings(CalculationTarget) - Method in interface com.opengamma.strata.engine.config.MarketDataRules: Returns a set of market data mappings which specify the market data that should be used when performing calculations for a target.
mappings(Map<Class<? extends MarketDataKey<?>>, MarketDataMapping<?, ?>>) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder: Sets the mappings property in the builder.
mappings() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta: The meta-property for the mappings property.
mappings(List<PerturbationMapping<?>>) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder: Sets the mappings property in the builder.
mappings() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta: The meta-property for the mappings property.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities: Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities: Applies an operation to the sensitivities in this instance.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity: Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity: Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
mapSensitivity(DoubleUnaryOperator) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder: Returns an instance with the specified operation applied to the sensitivities in this builder.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
MapTokenEvaluator - Class in com.opengamma.strata.report.result
MapTokenEvaluator() - Constructor for class com.opengamma.strata.report.result.MapTokenEvaluator
mapValues(DoubleUnaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Applies an operation to each value in the time series.
marginIndex(IborFuture, double) - Method in class com.opengamma.strata.pricer.rate.future.AbstractIborFutureProductPricer: Calculates the number related to Ibor futures product on which the daily margin is computed.
marginIndex(IborFutureOption, double) - Method in class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedProductPricer: Calculates the number related to Ibor futures product on which the daily margin is computed.
marginIndexSensitivity(IborFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.future.AbstractIborFutureProductPricer: Calculates the margin index sensitivity of the Ibor future product.
marginIndexSensitivity(IborFutureOption, PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedProductPricer: Calculates the margin index sensitivity of the Ibor future product.
market() - Static method in class com.opengamma.strata.function.calculation.future.GenericFutureFunctionGroups: Obtains the function group providing all built-in measures on generic future trades based solely on querying the market for the present value.
market() - Static method in class com.opengamma.strata.function.calculation.future.GenericFutureOptionFunctionGroups: Obtains the function group providing all built-in measures on generic future option trades based solely on querying the market for the present value.
MARKET_VALUE - Static variable in class com.opengamma.strata.basics.market.FieldName: The field name for market value.
marketData(BaseMarketData) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder: Sets the marketData property in the builder.
marketData() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta: The meta-property for the marketData property.
marketData(ScenarioMarketData) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder: Sets the marketData property in the builder.
marketData() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta: The meta-property for the marketData property.
MarketDataBuilder - Class in com.opengamma.strata.examples.marketdata: Builds a market data snapshot from user-editable files in a prescribed directory structure.
MarketDataBuilder() - Constructor for class com.opengamma.strata.examples.marketdata.MarketDataBuilder
marketDataConfig(MarketDataConfig) - Method in class com.opengamma.strata.engine.CalculationRules.Builder: Sets the marketDataConfig property in the builder.
marketDataConfig() - Method in class com.opengamma.strata.engine.CalculationRules.Meta: The meta-property for the marketDataConfig property.
MarketDataConfig - Class in com.opengamma.strata.engine.marketdata.config: Configuration required for building non-observable market data, for example curves or surfaces.
MarketDataConfig.Meta - Class in com.opengamma.strata.engine.marketdata.config: The meta-bean for MarketDataConfig.
MarketDataConfigBuilder - Class in com.opengamma.strata.engine.marketdata.config: A mutable builder for building an instance of MarketDataConfig.
MarketDataEnvironment - Class in com.opengamma.strata.engine.marketdata: A set of calibrated market data keyed by its MarketDataId.
MarketDataEnvironment.Meta - Class in com.opengamma.strata.engine.marketdata: The meta-bean for MarketDataEnvironment.
MarketDataFactory - Interface in com.opengamma.strata.engine.marketdata: A market data factory supplies the market data used in calculations.
marketDataFactory() - Method in class com.opengamma.strata.function.StandardComponents: Returns a market data factory containing the standard set of market data functions.
marketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta: The meta-property for the marketDataFeed property.
MarketDataFeed - Class in com.opengamma.strata.basics.market: Identifies a feed of market data, for example Bloomberg or Reuters.
marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder: Sets the marketDataFeed property in the builder.
marketDataFeed() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta: The meta-property for the marketDataFeed property.
marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder: Sets the marketDataFeed property in the builder.
marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta: The meta-property for the marketDataFeed property.
marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder: Sets the marketDataFeed property in the builder.
marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta: The meta-property for the marketDataFeed property.
marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder: Sets the marketDataFeed property in the builder.
marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta: The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta: The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta: The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta: The meta-property for the marketDataFeed property.
marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder: Sets the marketDataFeed property in the builder.
marketDataFeed() - Method in class com.opengamma.strata.market.id.ParRatesId.Meta: The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId.Meta: The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta: The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta: The meta-property for the marketDataFeed property.
MarketDataFilter<T,I extends MarketDataId<T>> - Interface in com.opengamma.strata.engine.marketdata.scenarios: Encapsulates a rule or set of rules to decide whether a Perturbation applies to a piece of market data.
MarketDataFunction<T,I extends MarketDataId<? extends T>> - Interface in com.opengamma.strata.engine.marketdata.functions: A market data function creates items of market data for a set of market data IDs.
marketDataFunctions() - Method in class com.opengamma.strata.function.StandardComponents: Returns the standard market data functions used to build market data values from other market data.
MarketDataId<T> - Interface in com.opengamma.strata.basics.market: An identifier for a unique item of market data.
MarketDataKey<T> - Interface in com.opengamma.strata.basics.market: A key that identifies an item of market data.
MarketDataKeys - Class in com.opengamma.strata.market.key: Factory methods for creating MarketDataKey instances for common market data types.
MarketDataLookup - Interface in com.opengamma.strata.engine.marketdata: A interface for looking up items of market data by ID, used when building market data.
MarketDataMapping<T,K extends MarketDataKey<T>> - Interface in com.opengamma.strata.engine.marketdata.mapping: A market data mapping can be thought of as a configuration rule that tells the system where to find a piece of market data that is required for a calculation.
marketDataMappings(MarketDataMappings) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder: Sets the marketDataMappings property in the builder.
marketDataMappings() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta: The meta-property for the marketDataMappings property.
MarketDataMappings - Interface in com.opengamma.strata.engine.marketdata.mapping: Market data mappings specify which market data from the global set of data should be used for a particular calculation.
MarketDataMappingsBuilder - Class in com.opengamma.strata.function.marketdata.mapping: Builder for MarketDataMappings that knows about the standard mappings (e.g.
MarketDataRatesProvider - Class in com.opengamma.strata.function: A rates provider based on market data from the engine.
MarketDataRatesProvider(SingleCalculationMarketData) - Constructor for class com.opengamma.strata.function.MarketDataRatesProvider: Creates an instance.
MarketDataRequirements - Class in com.opengamma.strata.engine.marketdata: A collection of market data IDs specifying the market data required for performing a set of calculations.
MarketDataRequirements.Meta - Class in com.opengamma.strata.engine.marketdata: The meta-bean for MarketDataRequirements.
MarketDataRequirementsBuilder - Class in com.opengamma.strata.engine.marketdata: Mutable builder for creating instances of MarketDataRequirements.
MarketDataRequirementsBuilder() - Constructor for class com.opengamma.strata.engine.marketdata.MarketDataRequirementsBuilder
MarketDataRootValidator - Class in com.opengamma.strata.examples.report: Value validator for the market data root directory.
MarketDataRootValidator() - Constructor for class com.opengamma.strata.examples.report.MarketDataRootValidator
MarketDataRule - Interface in com.opengamma.strata.engine.config: A market data rule decides what market data should be used in calculations for a calculation target.
marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.engine.CalculationRules.Builder: Sets the marketDataRules property in the builder.
marketDataRules() - Method in class com.opengamma.strata.engine.CalculationRules.Meta: The meta-property for the marketDataRules property.
marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.engine.Column.Builder: Sets the marketDataRules property in the builder.
marketDataRules() - Method in class com.opengamma.strata.engine.Column.Meta: The meta-property for the marketDataRules property.
MarketDataRules - Interface in com.opengamma.strata.engine.config: Market data rules specify what market data should be used when calculating measures for a target.
marketDataType(Class<T>) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder: Sets the marketDataType property in the builder.
marketDataType() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta: The meta-property for the marketDataType property.
MarketDataUtils - Class in com.opengamma.strata.function.calculation.rate: Utilities for manipulating market data.
MarketQuoteSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity: Calculator to obtain the Market Quote sensitivities from the CurveBuildingBlockBundle obtained through the curve calibration.
MarketQuoteSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
MARKIT_REDCODE_SCHEME - Static variable in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitRedCode: Scheme used in an OpenGamma StandardId where the value is a Markit RED code.
MarkitIndexCreditCurveDataParser - Class in com.opengamma.strata.examples.marketdata.credit.markit: Parser to load daily index curve information provided by Markit.
MarkitIndexCreditCurveDataParser() - Constructor for class com.opengamma.strata.examples.marketdata.credit.markit.MarkitIndexCreditCurveDataParser
MarkitRedCode - Class in com.opengamma.strata.examples.marketdata.credit.markit: A simple string type to contain a 6 or 9 character Markit RED Code.
MarkitRestructuringClause - Enum in com.opengamma.strata.examples.marketdata.credit.markit: Specifies the form of the restructuring credit event that is applicable to the credit default swap.
MarkitSeniorityLevel - Enum in com.opengamma.strata.examples.marketdata.credit.markit: Specifies the repayment precedence of a debt instrument.
MarkitSingleNameCreditCurveDataParser - Class in com.opengamma.strata.examples.marketdata.credit.markit: Parser to load daily credit curve information provided by Markit.
MarkitSingleNameCreditCurveDataParser() - Constructor for class com.opengamma.strata.examples.marketdata.credit.markit.MarkitSingleNameCreditCurveDataParser
MarkitYieldCurveDataParser - Class in com.opengamma.strata.examples.marketdata.credit.markit: Parser to load daily yield curve information provided by Markit.
MarkitYieldCurveDataParser() - Constructor for class com.opengamma.strata.examples.marketdata.credit.markit.MarkitYieldCurveDataParser
MasterReportTemplateIniLoader - Class in com.opengamma.strata.report
MasterReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.MasterReportTemplateIniLoader
matches(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention: Checks if the date matches the rules of the roll convention.
matches(Pattern, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified argument is non-null and matches the specified pattern.
matches(MarketDataId<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping: Returns true if the filter matches the market data ID and value.
maturityDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder: Sets the maturityDateOffset property in the builder.
maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta: The meta-property for the maturityDateOffset property.
maturityDateOffset(TenorAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder: Sets the maturityDateOffset property in the builder.
maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta: The meta-property for the maturityDateOffset property.
maximumSteps(int) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder: Sets the maximumSteps property in the builder.
maximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta: The meta-property for the maximumSteps property.
Measure - Class in com.opengamma.strata.engine.config: Identifies a measure that can be produced by the system.
measure(String) - Method in class com.opengamma.strata.report.result.ValuePathEvaluator: Gets the measure encoded in a value path, if present.
measures() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta: The meta-property for the measures property.
merge(FxMatrix) - Method in class com.opengamma.strata.basics.currency.FxMatrix: Merges the entries from the other matrix into this one.
merge(LocalDate, double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder: Merges the specified date/value point into this builder.
merge(LocalDateDoublePoint, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder: Merges the specified date/value point into this builder.
mergeRegular(int, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule: Merges this schedule to form a new schedule by combining the regular schedule periods.
mergeToTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule: Merges this schedule to form a new schedule with a single 'Term' period.
message() - Method in class com.opengamma.strata.collect.result.Failure.Meta: The meta-property for the message property.
message() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta: The meta-property for the message property.
Messages - Class in com.opengamma.strata.collect: Contains utility methods for managing messages.
meta() - Static method in class com.opengamma.strata.basics.currency.FxRate: The meta-bean for FxRate.
meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: The meta-bean for MultiCurrencyAmount.
meta() - Static method in class com.opengamma.strata.basics.date.AdjustableDate: The meta-bean for AdjustableDate.
meta() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment: The meta-bean for BusinessDayAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment: The meta-bean for DaysAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar: The meta-bean for ImmutableHolidayCalendar.
meta() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment: The meta-bean for PeriodAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment: The meta-bean for TenorAdjustment.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex: The meta-bean for ImmutableFxIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex: The meta-bean for ImmutableIborIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: The meta-bean for ImmutableOvernightIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: The meta-bean for ImmutablePriceIndex.
meta() - Static method in class com.opengamma.strata.basics.market.FxRateId: The meta-bean for FxRateId.
meta() - Static method in class com.opengamma.strata.basics.market.FxRateKey: The meta-bean for FxRateKey.
meta() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: The meta-bean for PeriodicSchedule.
meta() - Static method in class com.opengamma.strata.basics.schedule.Schedule: The meta-bean for Schedule.
meta() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod: The meta-bean for SchedulePeriod.
meta() - Static method in class com.opengamma.strata.basics.value.HalfUpRounding: The meta-bean for HalfUpRounding.
meta() - Static method in class com.opengamma.strata.basics.value.ValueAdjustment: The meta-bean for ValueAdjustment.
meta() - Static method in class com.opengamma.strata.basics.value.ValueSchedule: The meta-bean for ValueSchedule.
meta() - Static method in class com.opengamma.strata.basics.value.ValueStep: The meta-bean for ValueStep.
meta() - Static method in class com.opengamma.strata.collect.id.StandardId: The meta-bean for StandardId.
meta() - Static method in class com.opengamma.strata.collect.id.StandardLink: The meta-bean for StandardLink.
meta() - Static method in class com.opengamma.strata.collect.range.LocalDateRange: The meta-bean for LocalDateRange.
meta() - Static method in class com.opengamma.strata.collect.result.Failure: The meta-bean for Failure.
meta() - Static method in class com.opengamma.strata.collect.result.FailureItem: The meta-bean for FailureItem.
meta() - Static method in class com.opengamma.strata.collect.result.Result: The meta-bean for Result.
meta() - Static method in class com.opengamma.strata.collect.tuple.DoublesPair: The meta-bean for DoublesPair.
meta() - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair: The meta-bean for IntDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair: The meta-bean for LongDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.ObjectDoublePair: The meta-bean for ObjectDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.Pair: The meta-bean for Pair.
meta() - Static method in class com.opengamma.strata.collect.tuple.Triple: The meta-bean for Triple.
meta() - Static method in class com.opengamma.strata.engine.CalculationRules: The meta-bean for CalculationRules.
meta() - Static method in class com.opengamma.strata.engine.calculations.CalculationResult: The meta-bean for CalculationResult.
meta() - Static method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray: The meta-bean for CurrencyValuesArray.
meta() - Static method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult: The meta-bean for DefaultScenarioResult.
meta() - Static method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList: The meta-bean for FxConvertibleList.
meta() - Static method in class com.opengamma.strata.engine.calculations.MissingMappingId: The meta-bean for MissingMappingId.
meta() - Static method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId: The meta-bean for NoMatchingRuleId.
meta() - Static method in class com.opengamma.strata.engine.calculations.Results: The meta-bean for Results.
meta() - Static method in class com.opengamma.strata.engine.Column: The meta-bean for Column.
meta() - Static method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule: The meta-bean for AllTargetsMarketDataRule.
meta() - Static method in class com.opengamma.strata.engine.config.CalculationTaskConfig: The meta-bean for CalculationTaskConfig.
meta() - Static method in class com.opengamma.strata.engine.config.CalculationTasksConfig: The meta-bean for CalculationTasksConfig.
meta() - Static method in class com.opengamma.strata.engine.config.DefaultMarketDataRule: The meta-bean for DefaultMarketDataRule.
meta() - Static method in class com.opengamma.strata.engine.config.DefaultMarketDataRules: The meta-bean for DefaultMarketDataRules.
meta() - Static method in class com.opengamma.strata.engine.config.FunctionConfig: The meta-bean for FunctionConfig.
meta() - Static method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup: The meta-bean for DefaultFunctionGroup.
meta() - Static method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules: The meta-bean for DefaultPricingRules.
meta() - Static method in class com.opengamma.strata.engine.config.pricing.PricingRule: The meta-bean for PricingRule.
meta() - Static method in class com.opengamma.strata.engine.marketdata.BaseMarketData: The meta-bean for BaseMarketData.
meta() - Static method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult: The meta-bean for BaseMarketDataResult.
meta() - Static method in class com.opengamma.strata.engine.marketdata.CalculationRequirements: The meta-bean for CalculationRequirements.
meta() - Static method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig: The meta-bean for MarketDataConfig.
meta() - Static method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings: The meta-bean for DefaultMarketDataMappings.
meta() - Static method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment: The meta-bean for MarketDataEnvironment.
meta() - Static method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements: The meta-bean for MarketDataRequirements.
meta() - Static method in class com.opengamma.strata.engine.marketdata.Observables: The meta-bean for Observables.
meta() - Static method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData: The meta-bean for ScenarioMarketData.
Meta() - Constructor for class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta: Restricted constructor.
meta() - Static method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult: The meta-bean for ScenarioMarketDataResult.
meta() - Static method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping: The meta-bean for PerturbationMapping.
meta() - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition: The meta-bean for ScenarioDefinition.
meta() - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey: The meta-bean for LoadedCurveKey.
meta() - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName: The meta-bean for LoadedCurveName.
meta() - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode: The meta-bean for LoadedCurveNode.
meta() - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings: The meta-bean for LoadedCurveSettings.
meta() - Static method in class com.opengamma.strata.examples.report.TradePortfolio: The meta-bean for TradePortfolio.
meta() - Static method in class com.opengamma.strata.finance.credit.Cds: The meta-bean for Cds.
meta() - Static method in class com.opengamma.strata.finance.credit.CdsTrade: The meta-bean for CdsTrade.
meta() - Static method in class com.opengamma.strata.finance.credit.ExpandedCds: The meta-bean for ExpandedCds.
Meta() - Constructor for class com.opengamma.strata.finance.credit.ExpandedCds.Meta: Restricted constructor.
meta() - Static method in class com.opengamma.strata.finance.credit.FeeLeg: The meta-bean for FeeLeg.
meta() - Static method in class com.opengamma.strata.finance.credit.IndexReferenceInformation: The meta-bean for IndexReferenceInformation.
meta() - Static method in class com.opengamma.strata.finance.credit.PeriodicPayments: The meta-bean for PeriodicPayments.
meta() - Static method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation: The meta-bean for SingleNameReferenceInformation.
meta() - Static method in class com.opengamma.strata.finance.credit.SinglePayment: The meta-bean for SinglePayment.
meta() - Static method in class com.opengamma.strata.finance.equity.Equity: The meta-bean for Equity.
meta() - Static method in class com.opengamma.strata.finance.equity.EquityFuture: The meta-bean for EquityFuture.
meta() - Static method in class com.opengamma.strata.finance.equity.EquityFutureTrade: The meta-bean for EquityFutureTrade.
meta() - Static method in class com.opengamma.strata.finance.equity.EquityTrade: The meta-bean for EquityTrade.
meta() - Static method in class com.opengamma.strata.finance.future.GenericFuture: The meta-bean for GenericFuture.
meta() - Static method in class com.opengamma.strata.finance.future.GenericFutureOption: The meta-bean for GenericFutureOption.
meta() - Static method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade: The meta-bean for GenericFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.finance.future.GenericFutureTrade: The meta-bean for GenericFutureTrade.
meta() - Static method in class com.opengamma.strata.finance.fx.ExpandedFx: The meta-bean for ExpandedFx.
meta() - Static method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward: The meta-bean for ExpandedFxNonDeliverableForward.
meta() - Static method in class com.opengamma.strata.finance.fx.ExpandedFxSwap: The meta-bean for ExpandedFxSwap.
meta() - Static method in class com.opengamma.strata.finance.fx.Fx: The meta-bean for Fx.
meta() - Static method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward: The meta-bean for FxNonDeliverableForward.
meta() - Static method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade: The meta-bean for FxNonDeliverableForwardTrade.
meta() - Static method in class com.opengamma.strata.finance.fx.FxPayment: The meta-bean for FxPayment.
meta() - Static method in class com.opengamma.strata.finance.fx.FxSwap: The meta-bean for FxSwap.
meta() - Static method in class com.opengamma.strata.finance.fx.FxSwapTrade: The meta-bean for FxSwapTrade.
meta() - Static method in class com.opengamma.strata.finance.fx.FxTrade: The meta-bean for FxTrade.
meta() - Static method in class com.opengamma.strata.finance.fx.FxVanillaOption: The meta-bean for FxVanillaOption.
Meta() - Constructor for class com.opengamma.strata.finance.fx.FxVanillaOption.Meta: Restricted constructor.
meta() - Static method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade: The meta-bean for FxVanillaOptionTrade.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit: The meta-bean for ExpandedIborFixingDeposit.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit: The meta-bean for ExpandedTermDeposit.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit: The meta-bean for IborFixingDeposit.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: The meta-bean for IborFixingDepositConvention.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate: The meta-bean for IborFixingDepositTemplate.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade: The meta-bean for IborFixingDepositTrade.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDeposit: The meta-bean for TermDeposit.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention: The meta-bean for TermDepositConvention.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate: The meta-bean for TermDepositTemplate.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade: The meta-bean for TermDepositTrade.
meta() - Static method in class com.opengamma.strata.finance.rate.FixedRateObservation: The meta-bean for FixedRateObservation.
meta() - Static method in class com.opengamma.strata.finance.rate.fra.ExpandedFra: The meta-bean for ExpandedFra.
meta() - Static method in class com.opengamma.strata.finance.rate.fra.Fra: The meta-bean for Fra.
meta() - Static method in class com.opengamma.strata.finance.rate.fra.FraConvention: The meta-bean for FraConvention.
meta() - Static method in class com.opengamma.strata.finance.rate.fra.FraTemplate: The meta-bean for FraTemplate.
meta() - Static method in class com.opengamma.strata.finance.rate.fra.FraTrade: The meta-bean for FraTrade.
meta() - Static method in class com.opengamma.strata.finance.rate.future.IborFuture: The meta-bean for IborFuture.
meta() - Static method in class com.opengamma.strata.finance.rate.future.IborFutureOption: The meta-bean for IborFutureOption.
Meta() - Constructor for class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta: Restricted constructor.
meta() - Static method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade: The meta-bean for IborFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.finance.rate.future.IborFutureTrade: The meta-bean for IborFutureTrade.
meta() - Static method in class com.opengamma.strata.finance.rate.IborAveragedFixing: The meta-bean for IborAveragedFixing.
meta() - Static method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation: The meta-bean for IborAveragedRateObservation.
meta() - Static method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation: The meta-bean for IborInterpolatedRateObservation.
meta() - Static method in class com.opengamma.strata.finance.rate.IborRateObservation: The meta-bean for IborRateObservation.
meta() - Static method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation: The meta-bean for InflationInterpolatedRateObservation.
Meta() - Constructor for class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta: Restricted constructor.
meta() - Static method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation: The meta-bean for InflationMonthlyRateObservation.
meta() - Static method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation: The meta-bean for OvernightAveragedRateObservation.
meta() - Static method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation: The meta-bean for OvernightCompoundedRateObservation.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap: The meta-bean for ExpandedSwap.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg: The meta-bean for ExpandedSwapLeg.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation: The meta-bean for FixedRateCalculation.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.FxReset: The meta-bean for FxReset.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation: The meta-bean for FxResetCalculation.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange: The meta-bean for FxResetNotionalExchange.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: The meta-bean for IborRateCalculation.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation: The meta-bean for InflationRateCalculation.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.NotionalExchange: The meta-bean for NotionalExchange.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule: The meta-bean for NotionalSchedule.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation: The meta-bean for OvernightRateCalculation.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule: The meta-bean for PaymentSchedule.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod: The meta-bean for RateAccrualPeriod.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg: The meta-bean for RateCalculationSwapLeg.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod: The meta-bean for RatePaymentPeriod.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: The meta-bean for RatePeriodSwapLeg.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.ResetSchedule: The meta-bean for ResetSchedule.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.StubCalculation: The meta-bean for StubCalculation.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.Swap: The meta-bean for Swap.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.SwapTrade: The meta-bean for SwapTrade.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention: The meta-bean for FixedIborSwapConvention.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate: The meta-bean for FixedIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: The meta-bean for FixedRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention: The meta-bean for IborIborSwapConvention.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate: The meta-bean for IborIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: The meta-bean for IborRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.finance.rate.swaption.Swaption: The meta-bean for Swaption.
Meta() - Constructor for class com.opengamma.strata.finance.rate.swaption.Swaption.Meta: Restricted constructor.
meta() - Static method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade: The meta-bean for SwaptionTrade.
meta() - Static method in class com.opengamma.strata.finance.SecurityLink: The meta-bean for SecurityLink.
meta() - Static method in class com.opengamma.strata.finance.TradeInfo: The meta-bean for TradeInfo.
meta() - Static method in class com.opengamma.strata.finance.UnitSecurity: The meta-bean for UnitSecurity.
meta() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig: The meta-bean for RootFinderConfig.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping: The meta-bean for DiscountingCurveMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping: The meta-bean for RateIndexCurveMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping: The meta-bean for ZeroRateDiscountFactorsMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter: The meta-bean for AnyCurveFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter: The meta-bean for AnyDiscountCurveFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter: The meta-bean for AnyIndexForwardCurveFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter: The meta-bean for CurveNameFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift: The meta-bean for CurveParallelShift.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift: The meta-bean for CurvePointShift.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter: The meta-bean for CurveRateIndexFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter: The meta-bean for RateCurveCurrencyFilter.
meta() - Static method in class com.opengamma.strata.market.amount.CashFlow: The meta-bean for CashFlow.
meta() - Static method in class com.opengamma.strata.market.amount.CashFlows: The meta-bean for CashFlows.
meta() - Static method in class com.opengamma.strata.market.amount.LegAmounts: The meta-bean for LegAmounts.
meta() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount: The meta-bean for SwapLegAmount.
Meta() - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Meta: Restricted constructor.
meta() - Static method in class com.opengamma.strata.market.curve.config.CurveGroupConfig: The meta-bean for CurveGroupConfig.
meta() - Static method in class com.opengamma.strata.market.curve.config.CurveGroupEntry: The meta-bean for CurveGroupEntry.
meta() - Static method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode: The meta-bean for FixedIborSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.config.FraCurveNode: The meta-bean for FraCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode: The meta-bean for IborFixingDepositCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig: The meta-bean for InterpolatedCurveConfig.
meta() - Static method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode: The meta-bean for TermDepositCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve: The meta-bean for ConstantNodalCurve.
meta() - Static method in class com.opengamma.strata.market.curve.CurveGroup: The meta-bean for CurveGroup.
meta() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata: The meta-bean for DefaultCurveMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId: The meta-bean for FuturesExpiryCurveNodeId.
meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: The meta-bean for InterpolatedNodalCurve.
meta() - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates: The meta-bean for IsdaCreditCurveParRates.
meta() - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates: The meta-bean for IsdaYieldCurveParRates.
meta() - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve: The meta-bean for ParallelShiftedCurve.
meta() - Static method in class com.opengamma.strata.market.curve.ParRates: The meta-bean for ParRates.
meta() - Static method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata: The meta-bean for SimpleCurveNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.TenorCurveNodeId: The meta-bean for TenorCurveNodeId.
meta() - Static method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata: The meta-bean for TenorCurveNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata: The meta-bean for YearMonthCurveNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.explain.ExplainMap: The meta-bean for ExplainMap.
meta() - Static method in class com.opengamma.strata.market.id.CurveGroupId: The meta-bean for CurveGroupId.
meta() - Static method in class com.opengamma.strata.market.id.DiscountCurveId: The meta-bean for DiscountCurveId.
meta() - Static method in class com.opengamma.strata.market.id.IndexRateId: The meta-bean for IndexRateId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId: The meta-bean for IsdaIndexCreditCurveParRatesId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId: The meta-bean for IsdaSingleNameCreditCurveParRatesId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId: The meta-bean for IsdaYieldCurveParRatesId.
meta() - Static method in class com.opengamma.strata.market.id.ParRatesId: The meta-bean for ParRatesId.
meta() - Static method in class com.opengamma.strata.market.id.QuoteId: The meta-bean for QuoteId.
meta() - Static method in class com.opengamma.strata.market.id.RateIndexCurveId: The meta-bean for RateIndexCurveId.
meta() - Static method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId: The meta-bean for ZeroRateDiscountFactorsId.
meta() - Static method in class com.opengamma.strata.market.key.DiscountCurveKey: The meta-bean for DiscountCurveKey.
meta() - Static method in class com.opengamma.strata.market.key.DiscountFactorsKey: The meta-bean for DiscountFactorsKey.
meta() - Static method in class com.opengamma.strata.market.key.FxIndexRatesKey: The meta-bean for FxIndexRatesKey.
meta() - Static method in class com.opengamma.strata.market.key.IborIndexRatesKey: The meta-bean for IborIndexRatesKey.
meta() - Static method in class com.opengamma.strata.market.key.IndexRateKey: The meta-bean for IndexRateKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey: The meta-bean for IsdaIndexCreditCurveParRatesKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey: The meta-bean for IsdaSingleNameCreditCurveParRatesKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey: The meta-bean for IsdaYieldCurveParRatesKey.
meta() - Static method in class com.opengamma.strata.market.key.OvernightIndexRatesKey: The meta-bean for OvernightIndexRatesKey.
meta() - Static method in class com.opengamma.strata.market.key.PriceIndexValuesKey: The meta-bean for PriceIndexValuesKey.
meta() - Static method in class com.opengamma.strata.market.key.QuoteKey: The meta-bean for QuoteKey.
meta() - Static method in class com.opengamma.strata.market.key.RateIndexCurveKey: The meta-bean for RateIndexCurveKey.
meta() - Static method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: The meta-bean for CurveCurrencyParameterSensitivities.
meta() - Static method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity: The meta-bean for CurveCurrencyParameterSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities: The meta-bean for CurveUnitParameterSensitivities.
meta() - Static method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity: The meta-bean for CurveUnitParameterSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity: The meta-bean for FxIndexSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity: The meta-bean for IborFutureOptionSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity: The meta-bean for IborRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity: The meta-bean for InflationRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity: The meta-bean for OvernightRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities: The meta-bean for PointSensitivities.
meta() - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity: The meta-bean for ZeroRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.value.DiscountFxIndexRates: The meta-bean for DiscountFxIndexRates.
meta() - Static method in class com.opengamma.strata.market.value.DiscountIborIndexRates: The meta-bean for DiscountIborIndexRates.
meta() - Static method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates: The meta-bean for DiscountOvernightIndexRates.
meta() - Static method in class com.opengamma.strata.market.value.ForwardPriceIndexValues: The meta-bean for ForwardPriceIndexValues.
meta() - Static method in class com.opengamma.strata.market.value.SimpleDiscountFactors: The meta-bean for SimpleDiscountFactors.
meta() - Static method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors: The meta-bean for ZeroRateDiscountFactors.
meta() - Static method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider: The meta-bean for NormalVolatilityExpiryTenorSwaptionProvider.
Meta() - Constructor for class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta: Restricted constructor.
meta() - Static method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider: The meta-bean for NormalVolatilityExpSimpleMoneynessIborFutureProvider.
meta() - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider: The meta-bean for ImmutableRatesProvider.
meta() - Static method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity: The meta-bean for SwaptionSensitivity.
meta() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport: The meta-bean for CashFlowReport.
Meta() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReport.Meta: Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.format.FormatSettings: The meta-bean for FormatSettings.
Meta() - Constructor for class com.opengamma.strata.report.format.FormatSettings.Meta: Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.ReportCalculationResults: The meta-bean for ReportCalculationResults.
Meta() - Constructor for class com.opengamma.strata.report.ReportCalculationResults.Meta: Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.ReportRequirements: The meta-bean for ReportRequirements.
Meta() - Constructor for class com.opengamma.strata.report.ReportRequirements.Meta: Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReport: The meta-bean for TradeReport.
Meta() - Constructor for class com.opengamma.strata.report.trade.TradeReport.Meta: Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn: The meta-bean for TradeReportColumn.
Meta() - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Meta: Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate: The meta-bean for TradeReportTemplate.
Meta() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplate.Meta: Restricted constructor.
metaBean() - Method in class com.opengamma.strata.basics.currency.FxRate
metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDate
metaBean() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
metaBean() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
metaBean() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
metaBean() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
metaBean() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
metaBean() - Method in class com.opengamma.strata.basics.market.FxRateId
metaBean() - Method in class com.opengamma.strata.basics.market.FxRateKey
metaBean() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
metaBean() - Method in class com.opengamma.strata.basics.schedule.Schedule
metaBean() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
metaBean() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
metaBean() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
metaBean() - Method in class com.opengamma.strata.basics.value.ValueSchedule
metaBean() - Method in class com.opengamma.strata.basics.value.ValueStep
metaBean() - Method in class com.opengamma.strata.collect.id.StandardId
metaBean() - Method in class com.opengamma.strata.collect.id.StandardLink
metaBean() - Method in class com.opengamma.strata.collect.range.LocalDateRange
metaBean() - Method in class com.opengamma.strata.collect.result.Failure
metaBean() - Method in class com.opengamma.strata.collect.result.FailureItem
metaBean() - Method in class com.opengamma.strata.collect.result.Result
metaBean() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
metaBean() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
metaBean() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
metaBean() - Method in class com.opengamma.strata.collect.tuple.Pair
metaBean() - Method in class com.opengamma.strata.collect.tuple.Triple
metaBean() - Method in class com.opengamma.strata.engine.CalculationRules
metaBean() - Method in class com.opengamma.strata.engine.calculations.CalculationResult
metaBean() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
metaBean() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
metaBean() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
metaBean() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
metaBean() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
metaBean() - Method in class com.opengamma.strata.engine.calculations.Results
metaBean() - Method in class com.opengamma.strata.engine.Column
metaBean() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
metaBean() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
metaBean() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
metaBean() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
metaBean() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
metaBean() - Method in class com.opengamma.strata.engine.config.FunctionConfig
metaBean() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
metaBean() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
metaBean() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule
metaBean() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
metaBean() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
metaBean() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
metaBean() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
metaBean() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
metaBean() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
metaBean() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
metaBean() - Method in class com.opengamma.strata.engine.marketdata.Observables
metaBean() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
metaBean() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
metaBean() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
metaBean() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
metaBean() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
metaBean() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
metaBean() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
metaBean() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
metaBean() - Method in class com.opengamma.strata.examples.report.TradePortfolio
metaBean() - Method in class com.opengamma.strata.finance.credit.Cds
metaBean() - Method in class com.opengamma.strata.finance.credit.CdsTrade
metaBean() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
metaBean() - Method in class com.opengamma.strata.finance.credit.FeeLeg
metaBean() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
metaBean() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
metaBean() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
metaBean() - Method in class com.opengamma.strata.finance.credit.SinglePayment
metaBean() - Method in class com.opengamma.strata.finance.equity.Equity
metaBean() - Method in class com.opengamma.strata.finance.equity.EquityFuture
metaBean() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
metaBean() - Method in class com.opengamma.strata.finance.equity.EquityTrade
metaBean() - Method in class com.opengamma.strata.finance.future.GenericFuture
metaBean() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
metaBean() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
metaBean() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
metaBean() - Method in class com.opengamma.strata.finance.fx.ExpandedFx
metaBean() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
metaBean() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
metaBean() - Method in class com.opengamma.strata.finance.fx.Fx
metaBean() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
metaBean() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
metaBean() - Method in class com.opengamma.strata.finance.fx.FxPayment
metaBean() - Method in class com.opengamma.strata.finance.fx.FxSwap
metaBean() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
metaBean() - Method in class com.opengamma.strata.finance.fx.FxTrade
metaBean() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
metaBean() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
metaBean() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
metaBean() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
metaBean() - Method in class com.opengamma.strata.finance.rate.fra.Fra
metaBean() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
metaBean() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
metaBean() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
metaBean() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
metaBean() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
metaBean() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
metaBean() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
metaBean() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
metaBean() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
metaBean() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
metaBean() - Method in class com.opengamma.strata.finance.rate.IborRateObservation
metaBean() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
metaBean() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
metaBean() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
metaBean() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.FxReset
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.Swap
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
metaBean() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
metaBean() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
metaBean() - Method in class com.opengamma.strata.finance.SecurityLink
metaBean() - Method in class com.opengamma.strata.finance.TradeInfo
metaBean() - Method in class com.opengamma.strata.finance.UnitSecurity
metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
metaBean() - Method in class com.opengamma.strata.market.amount.CashFlow
metaBean() - Method in class com.opengamma.strata.market.amount.CashFlows
metaBean() - Method in class com.opengamma.strata.market.amount.LegAmounts
metaBean() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
metaBean() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
metaBean() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
metaBean() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
metaBean() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
metaBean() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
metaBean() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
metaBean() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
metaBean() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroup
metaBean() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
metaBean() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
metaBean() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
metaBean() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
metaBean() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
metaBean() - Method in class com.opengamma.strata.market.curve.ParRates
metaBean() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
metaBean() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId
metaBean() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
metaBean() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
metaBean() - Method in class com.opengamma.strata.market.explain.ExplainMap
metaBean() - Method in class com.opengamma.strata.market.id.CurveGroupId
metaBean() - Method in class com.opengamma.strata.market.id.DiscountCurveId
metaBean() - Method in class com.opengamma.strata.market.id.IndexRateId
metaBean() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
metaBean() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
metaBean() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
metaBean() - Method in class com.opengamma.strata.market.id.ParRatesId
metaBean() - Method in class com.opengamma.strata.market.id.QuoteId
metaBean() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
metaBean() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
metaBean() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
metaBean() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
metaBean() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
metaBean() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
metaBean() - Method in class com.opengamma.strata.market.key.IndexRateKey
metaBean() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
metaBean() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
metaBean() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
metaBean() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
metaBean() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
metaBean() - Method in class com.opengamma.strata.market.key.QuoteKey
metaBean() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
metaBean() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
metaBean() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
metaBean() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
metaBean() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
metaBean() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
metaBean() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
metaBean() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
metaBean() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
metaBean() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
metaBean() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
metaBean() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
metaBean() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
metaBean() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
metaBean() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
metaBean() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
metaBean() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
metaBean() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
metaBean() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
metaBean() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
metaBean() - Method in class com.opengamma.strata.report.format.FormatSettings
metaBean() - Method in class com.opengamma.strata.report.ReportCalculationResults
metaBean() - Method in class com.opengamma.strata.report.ReportRequirements
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReport
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.config.CurveConfig: Returns the curve metadata.
metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.config.CurveNode: Returns metadata for the node.
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
metadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta: The meta-property for the metadata property.
metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder: Sets the metadata property in the builder.
metadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta: The meta-property for the metadata property.
metadata() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta: The meta-property for the metadata property.
metadata() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta: The meta-property for the metadata property.
metaDefaultFunctionGroup(Class<R>) - Static method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup: The meta-bean for DefaultFunctionGroup.
metaDefaultScenarioResult(Class<R>) - Static method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult: The meta-bean for DefaultScenarioResult.
metaFunctionConfig(Class<R>) - Static method in class com.opengamma.strata.engine.config.FunctionConfig: The meta-bean for FunctionConfig.
metaObjectDoublePair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjectDoublePair: The meta-bean for ObjectDoublePair.
metaPair(Class<R>, Class<S>) - Static method in class com.opengamma.strata.collect.tuple.Pair: The meta-bean for Pair.
metaPerturbationMapping(Class<R>) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping: The meta-bean for PerturbationMapping.
metaPricingRule(Class<R>) - Static method in class com.opengamma.strata.engine.config.pricing.PricingRule: The meta-bean for PricingRule.
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.id.StandardId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Failure.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Result.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.CalculationRules.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.calculations.MissingMappingId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.calculations.Results.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.Column.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.examples.report.TradePortfolio.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.Cds.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.equity.Equity.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.Fx.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.SecurityLink.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.TradeInfo.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParRates.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.report.format.FormatSettings.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
metaPropertyMap() - Method in class com.opengamma.strata.collect.id.StandardId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
metaPropertyMap() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Failure.Meta
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Result.Meta
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.CalculationRules.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.calculations.Results.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.Column.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta
metaPropertyMap() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
metaPropertyMap() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta
metaPropertyMap() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
metaPropertyMap() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
metaPropertyMap() - Method in class com.opengamma.strata.examples.report.TradePortfolio.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.Cds.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.equity.Equity.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.Fx.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.SecurityLink.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.TradeInfo.Meta
metaPropertyMap() - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter.Meta
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter.Meta
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter.Meta
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Meta
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Meta
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParRates.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
metaPropertyMap() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
metaPropertyMap() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
metaPropertyMap() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
metaPropertyMap() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
metaPropertyMap() - Method in class com.opengamma.strata.report.format.FormatSettings.Meta
metaPropertyMap() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
metaPropertyMap() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
metaResult(Class<R>) - Static method in class com.opengamma.strata.collect.result.Result: The meta-bean for Result.
metaSecurityLink(Class<R>) - Static method in class com.opengamma.strata.finance.SecurityLink: The meta-bean for SecurityLink.
metaStandardLink(Class<R>) - Static method in class com.opengamma.strata.collect.id.StandardLink: The meta-bean for StandardLink.
metaTriple(Class<R>, Class<S>, Class<T>) - Static method in class com.opengamma.strata.collect.tuple.Triple: The meta-bean for Triple.
metaUnitSecurity(Class<R>) - Static method in class com.opengamma.strata.finance.UnitSecurity: The meta-bean for UnitSecurity.
minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a copy of this CurrencyAmount with the specified amount subtracted.
minus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a copy of this CurrencyAmount with the specified amount subtracted.
minus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
missing() - Static method in class com.opengamma.strata.engine.config.FunctionConfig: Returns configuration for a function that is used when no function is configured to calculate a value.
MissingConfigCalculationFunction - Class in com.opengamma.strata.engine.config: Function used when there is no function registered that can calculate a requested value.
MissingConfigCalculationFunction() - Constructor for class com.opengamma.strata.engine.config.MissingConfigCalculationFunction
MissingDataAwareFeedIdMapping - Class in com.opengamma.strata.engine.marketdata.mapping: ID mapping that returns the input ID if it has the feed MarketDataFeed.NO_RULE else it delegates to another instance to perform the mapping.
MissingDataAwareFeedIdMapping(FeedIdMapping) - Constructor for class com.opengamma.strata.engine.marketdata.mapping.MissingDataAwareFeedIdMapping
MissingDataAwareObservableFunction - Class in com.opengamma.strata.engine.marketdata.functions: Observable market data function that handles data that can't be built because there was no market data rule for the calculation.
MissingDataAwareObservableFunction(ObservableMarketDataFunction) - Constructor for class com.opengamma.strata.engine.marketdata.functions.MissingDataAwareObservableFunction
MissingDataAwareTimeSeriesProvider - Class in com.opengamma.strata.engine.marketdata.functions: Time series provider that handles data that can't be looked up because there was no market data rule for the calculation.
MissingDataAwareTimeSeriesProvider(TimeSeriesProvider) - Constructor for class com.opengamma.strata.engine.marketdata.functions.MissingDataAwareTimeSeriesProvider
MissingExampleDataException - Exception in com.opengamma.strata.examples.data: Runtime exception used by the example market data loader to indicate that required example data is missing.
MissingExampleDataException(String) - Constructor for exception com.opengamma.strata.examples.data.MissingExampleDataException: Creates an exception with the name of the missing example data resource.
MissingMapping - Class in com.opengamma.strata.engine.marketdata.mapping: Market data mapping implementation used when there is no mapping for a key.
MissingMappingId - Class in com.opengamma.strata.engine.calculations: Market data ID that wraps a key for which there is no market data mapping.
MissingMappingId.Meta - Class in com.opengamma.strata.engine.calculations: The meta-bean for MissingMappingId.
MissingMappingMarketDataFunction - Class in com.opengamma.strata.engine.marketdata.functions: Market data function that creates failures with helpful error messages when there is no mapping for an item of market data requested by a calculation.
MODIFIED_FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions: The 'ModifiedFollowing' convention which adjusts to the next business day without crossing month end.
MODIFIED_FOLLOWING_BI_MONTHLY - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions: The 'ModifiedFollowingBiMonthly' convention which adjusts to the next business day without crossing mid-month or month end.
MODIFIED_PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions: The 'ModifiedPreceding' convention which adjusts to the previous business day without crossing month start.
modifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta: The meta-property for the modifyingValue property.
MultiCurrencyAmount - Class in com.opengamma.strata.basics.currency: A map of currency amounts keyed by currency.
MultiCurrencyAmount.Meta - Class in com.opengamma.strata.basics.currency: The meta-bean for MultiCurrencyAmount.
multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a copy of this CurrencyAmount with the amount multiplied.
multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Returns a copy of this MultiCurrencyAmount with all the amounts multiplied by the factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity: Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities: Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities: Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity: Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity: Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities: Multiplies the sensitivities in this instance by the specified factor.
multipliedBy(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder: Multiplies the sensitivities in this builder by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
MutablePointSensitivities - Class in com.opengamma.strata.market.sensitivity: Mutable builder for sensitivity to a group of curves.
MutablePointSensitivities() - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities: Creates an empty instance.
MutablePointSensitivities(PointSensitivity) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities: Creates an instance with the specified sensitivity.
MutablePointSensitivities(List<? extends PointSensitivity>) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities: Creates an instance with the specified sensitivities.
mutate(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath: Mutates each element in the array using an operator by mutation.
mutateByAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath: Adds a constant value to each element in the array by mutation.
mutateByMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath: Multiplies each element in the array by a value by mutation.
MX - Static variable in class com.opengamma.strata.basics.location.Country: The country 'MX' - Mexico.
MXN - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'MXN' - Mexican Peso.
MY - Static variable in class com.opengamma.strata.basics.location.Country: The country 'MY' - Malaysia.
MYR - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'MYR' - Malaysian Ringgit.

N

name() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta: The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder: Sets the name property in the builder.
name() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta: The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder: Sets the name property in the builder.
name() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta: The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder: Sets the name property in the builder.
name() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta: The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder: Sets the name property in the builder.
name() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta: The meta-property for the name property.
name() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta: The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroupBuilder: Sets the name of the function group.
name(FunctionGroupName) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroupBuilder: Sets the name of the function group.
name(String) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder: Sets the name property in the builder.
name() - Method in class com.opengamma.strata.finance.UnitSecurity.Meta: The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta: The meta-property for the name property.
name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfigBuilder: Sets the name of the curve group configuration.
name(CurveName) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder: Sets the name property in the builder.
name() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta: The meta-property for the name property.
name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder: Sets the name property in the builder.
name() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta: The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta: The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta: The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta: The meta-property for the name property.
Named - Interface in com.opengamma.strata.collect.named: A named instance.
NamedLookup<T extends Named> - Interface in com.opengamma.strata.collect.named: A lookup for named instances.
NEAREST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions: The 'Nearest' convention which adjusts Sunday and Monday forward, and other days backward.
nearLeg() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta: The meta-property for the nearLeg property.
nearLeg() - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta: The meta-property for the nearLeg property.
negate() - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate: Returns a new predicate that negates the result of this predicate.
negate() - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate: Returns a new predicate that negates the result of this predicate.
negate() - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate: Returns a new predicate that negates the result of this predicate.
negated() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a copy of this CurrencyAmount with the amount negated.
negated() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Returns a copy of this CurrencyAmount with the amount negated.
negative() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a copy of this CurrencyAmount with a negative amount.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder: Sets the negativeRateMethod property in the builder.
negativeRateMethod() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta: The meta-property for the negativeRateMethod property.
NegativeRateMethod - Enum in com.opengamma.strata.finance.rate.swap: A convention defining how to handle a negative interest rate.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder: Sets the negativeRateMethod property in the builder.
negativeRateMethod() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta: The meta-property for the negativeRateMethod property.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder: Sets the negativeRateMethod property in the builder.
negativeRateMethod() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta: The meta-property for the negativeRateMethod property.
next(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Finds the next business day, always returning a later date.
next(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
next(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention: Calculates the next date in the sequence after the input date.
nextLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters: Obtains a date adjuster that finds the next leap day after the input date.
nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Finds the next business day, returning the input date if it is a business day.
nextOrSameLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters: Obtains a date adjuster that finds the next leap day on or after the input date.
nextSameOrLastInMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Finds the next business day within the month, returning the input date if it is a business day, or the last business day of the month if the next business day is in a different month.
nextSameOrLastInMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
NL - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'NL' - Netherlands.
NL_365 - Static variable in class com.opengamma.strata.basics.date.DayCounts: The 'NL/365' day count, which divides the actual number of days omitting leap days by 365.
NO - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'NO' - Norway.
NO_ADJUST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions: The 'NoAdjust' convention which makes no adjustment.
NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars: An instance declaring no holidays and no weekends.
NO_RULE - Static variable in class com.opengamma.strata.basics.market.MarketDataFeed: A market data feed used to indicate there are no market data rules for a calculation.
NO_SEASONALITY - Static variable in class com.opengamma.strata.market.value.ForwardPriceIndexValues: The list used when there is no seasonality.
NodalCurve - Interface in com.opengamma.strata.market.curve: A curve based on double nodal points.
nodes(List<CurveNode>) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder: Sets the nodes property in the builder.
nodes(CurveNode...) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder: Sets the nodes property in the builder from an array of objects.
nodes() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta: The meta-property for the nodes property.
nodeSensitivity(IborFutureOptionSensitivity) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider: Computes the sensitivity to the nodes used in the description of the normal volatility from a point sensitivity.
NOK - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'NOK' - Norwegian Krone.
NoMatchingRuleId - Class in com.opengamma.strata.engine.calculations: A market data ID indicating that there was no market matching data rule for a calculation so no market data can be built.
NoMatchingRuleId.Meta - Class in com.opengamma.strata.engine.calculations: The meta-bean for NoMatchingRuleId.
NoMatchingRulesMarketDataFunction - Class in com.opengamma.strata.engine.marketdata: Market data function that creates failures with helpful error messages when the market data rules don't match a calculation target and there are no market data mappings.
NONE - Static variable in class com.opengamma.strata.basics.date.BusinessDayAdjustment: An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.date.DaysAdjustment: An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions: No specific rule applies.
NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdjustment: An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.market.MarketDataFeed: A market data feed used where a feed is required but no data is expected to be requested.
NONE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'None' roll convention.
none() - Static method in interface com.opengamma.strata.basics.value.Rounding: Obtains an instance that performs no rounding.
NONE - Static variable in class com.opengamma.strata.basics.value.ValueAdjustment: An instance that makes no adjustment to the value.
none() - Static method in interface com.opengamma.strata.collect.id.LinkResolver: Obtains a link resolver that is unable to resolve any links.
none() - Static method in interface com.opengamma.strata.engine.marketdata.functions.ObservableMarketDataFunction: Returns a builder that doesn't build any market data.
none() - Static method in interface com.opengamma.strata.engine.marketdata.functions.TimeSeriesProvider: Returns a time-series provider that is unable to source any time-series.
none() - Static method in interface com.opengamma.strata.engine.marketdata.scenarios.Perturbation: Returns a perturbation that returns its input unchanged.
NONE - Static variable in class com.opengamma.strata.finance.rate.swap.StubCalculation: An instance that has no special rate handling.
NONE - Static variable in class com.opengamma.strata.market.amount.CashFlows: A cash flows instance to be used when there is no cash flow.
none() - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder: Returns a builder representing no sensitivity.
nonObservables() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta: The meta-property for the nonObservables property.
noNulls(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified argument array is non-null and contains no nulls.
noNulls(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified argument collection is non-null and contains no nulls.
noNulls(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified argument map is non-null and contains no nulls.
NORMAL - Static variable in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionProductPricerBeta: Normal model pricing function.
NormalIborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.rate.future: Pricer of options on Ibor future with a normal model on the underlying future price.
NormalIborFutureOptionMarginedProductPricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer: Creates an instance.
NormalIborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.rate.future: Pricer implementation for Ibor future option.
NormalIborFutureOptionMarginedTradePricer(NormalIborFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedTradePricer: Creates an instance.
normalize(double) - Method in enum com.opengamma.strata.basics.BuySell: Normalizes the specified notional amount using this buy/sell rule.
normalize(double) - Method in enum com.opengamma.strata.basics.PayReceive: Normalizes the specified notional amount using this pay/receive rule.
normalize() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
normalize() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
normalize() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
normalize() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
normalize() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities: Normalizes the point sensitivities by sorting and merging, mutating the internal list.
normalize() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
normalize() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder: Normalizes the point sensitivities by sorting and merging.
normalize() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
normalize() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
normalized() - Method in class com.opengamma.strata.basics.date.Tenor: Normalizes the months and years of this tenor.
normalized() - Method in class com.opengamma.strata.basics.schedule.Frequency: Normalizes the months and years of this tenor.
normalized() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities: Normalizes the point sensitivities by sorting and merging.
NormalSwaptionProductPricerBeta - Class in com.opengamma.strata.pricer.rate.swaption: Pricer for swaption in a normal model on the swap rate.
NormalSwaptionProductPricerBeta(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionProductPricerBeta: Creates an instance.
NormalSwaptionTradePricerBeta - Class in com.opengamma.strata.pricer.rate.swaption: Pricer for swaption trade in a normal model on the swap rate.
NormalSwaptionTradePricerBeta() - Constructor for class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionTradePricerBeta
NormalVolatilityExpiryTenorSwaptionProvider - Class in com.opengamma.strata.pricer.provider: Volatility environment for swaptions in the normal or Bachelier model.
NormalVolatilityExpiryTenorSwaptionProvider(NormalVolatilityExpiryTenorSwaptionProvider.Builder) - Constructor for class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider: Restricted constructor.
NormalVolatilityExpiryTenorSwaptionProvider.Meta - Class in com.opengamma.strata.pricer.provider: The meta-bean for NormalVolatilityExpiryTenorSwaptionProvider.
NormalVolatilityExpSimpleMoneynessIborFutureProvider - Class in com.opengamma.strata.pricer.rate.future: Data provider of volatility for Ibor future options in the normal or Bachelier model.
NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder - Class in com.opengamma.strata.pricer.rate.future: The bean-builder for NormalVolatilityExpSimpleMoneynessIborFutureProvider.
NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta - Class in com.opengamma.strata.pricer.rate.future: The meta-bean for NormalVolatilityExpSimpleMoneynessIborFutureProvider.
NormalVolatilityIborFutureProvider - Interface in com.opengamma.strata.pricer.rate.future: Data provider of volatility for Ibor future options in the normal or Bachelier model.
NormalVolatilitySwaptionProvider - Interface in com.opengamma.strata.pricer.provider: Volatility environment for swaption in the normal or Bachelier model.
NORTH_AMERICAN_USD - Static variable in class com.opengamma.strata.finance.credit.type.CdsConventions: The North American USD CDS convention.
not(Predicate<R>) - Static method in class com.opengamma.strata.collect.Guavate: Returns a predicate that negates the original.
notBlank(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified argument is non-null and not blank.
notEmpty(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified argument is non-null and not empty.
notEmpty(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified argument array is non-null and not empty.
notEmpty(int[], String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified argument array is non-null and not empty.
notEmpty(long[], String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified argument array is non-null and not empty.
notEmpty(double[], String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified argument array is non-null and not empty.
notEmpty(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified argument iterable is non-null and not empty.
notEmpty(C, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified argument collection is non-null and not empty.
notEmpty(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified argument map is non-null and not empty.
notional(double) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta: The meta-property for the notional property.
notional - Variable in class com.opengamma.strata.finance.credit.ExpandedCds: The notional amount used to calculate fee payments.
notional(CurrencyAmount) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder: Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta: The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder: Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta: The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder: Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta: The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder: Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta: The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder: Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta: The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder: Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta: The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder: Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta: The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder: Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta: The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder: Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta: The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder: Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta: The meta-property for the notional property.
NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The effective notional, which may be converted from the contract notional in the case of FX reset.
NotionalExchange - Class in com.opengamma.strata.finance.rate.swap: An exchange of notionals between two counterparties.
NotionalExchange.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for NotionalExchange.
NotionalExchange.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for NotionalExchange.
NotionalSchedule - Class in com.opengamma.strata.finance.rate.swap: Defines the schedule of notional amounts.
notionalSchedule(NotionalSchedule) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder: Sets the notionalSchedule property in the builder.
notionalSchedule() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta: The meta-property for the notionalSchedule property.
NotionalSchedule.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for NotionalSchedule.
NotionalSchedule.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for NotionalSchedule.
notNegative(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the argument is not negative.
notNegative(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the argument is not negative.
notNegative(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the argument is not negative.
notNegativeOrZero(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the argument is not negative or zero.
notNegativeOrZero(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the argument is not negative or zero.
notNegativeOrZero(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the argument is not negative or zero.
notNegativeOrZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the argument is greater than zero to within a given accuracy.
notNull(T, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified argument is non-null.
notNullItem(T) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the specified item is non-null.
notZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker: Checks that the argument is not equal to zero to within a given accuracy.
NYFD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars: The holiday calendar for the Federal Reserve Bank of New York, with code 'NYFD'.
NYSE - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars: The holiday calendar for the New York Stock Exchange, with code 'NYSE'.
NZ - Static variable in class com.opengamma.strata.basics.location.Country: The country 'NZ' - New Zealand.
NZD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'NZD' - New Zealand Dollar.

O

ObjDoubleFunction<T,R> - Interface in com.opengamma.strata.collect.function: A function of two arguments - one object and one double.
ObjDoublePredicate<T> - Interface in com.opengamma.strata.collect.function: A predicate of two arguments - one object and one double.
ObjectDoublePair<A> - Class in com.opengamma.strata.collect.tuple: An immutable pair consisting of an Object and double.
ObjectDoublePair.Meta<A> - Class in com.opengamma.strata.collect.tuple: The meta-bean for ObjectDoublePair.
ObjIntFunction<T,R> - Interface in com.opengamma.strata.collect.function: A function of two arguments - one object and one int.
ObjIntPredicate<T> - Interface in com.opengamma.strata.collect.function: A predicate of two arguments - one object and one int.
ObjLongFunction<T,R> - Interface in com.opengamma.strata.collect.function: A function of two arguments - one object and one long.
ObjLongPredicate<T> - Interface in com.opengamma.strata.collect.function: A predicate of two arguments - one object and one long.
ObservableId - Interface in com.opengamma.strata.basics.market: A market data identifier that identifies observable data.
ObservableKey - Interface in com.opengamma.strata.basics.market: A market data key that identifies observable data.
ObservableMarketDataFunction - Interface in com.opengamma.strata.engine.marketdata.functions: A function for building for items of observable market data.
observables() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta: The meta-property for the observables property.
Observables - Class in com.opengamma.strata.engine.marketdata: A set of observable market data keyed by its MarketDataId.
Observables.Builder - Class in com.opengamma.strata.engine.marketdata: The bean-builder for Observables.
Observables.Meta - Class in com.opengamma.strata.engine.marketdata: The meta-bean for Observables.
OBSERVATIONS - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The list of rate observations.
of(String) - Static method in enum com.opengamma.strata.basics.BuySell: Obtains the type from a unique name.
of(String) - Static method in class com.opengamma.strata.basics.currency.Currency: Obtains an instance of Currency for the specified ISO-4217 three letter currency code.
of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount: Obtains an instance of CurrencyAmount for the specified currency and amount.
of(String, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount: Obtains an instance of CurrencyAmount for the specified ISO-4217 three letter currency code and amount.
of(Currency, Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair: Obtains a currency pair from two currencies.
of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix: Obtains an FxMatrix containing a single FX rate.
of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix: Obtains an FxMatrix containing a single FX rate.
of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxRate: Obtains an FX rate from two currencies.
of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxRate: Obtains an FX rate from a currency pair.
of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Obtains a MultiCurrencyAmount from a currency and amount.
of(CurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Obtains a MultiCurrencyAmount from an array of CurrencyAmount objects.
of(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Obtains a MultiCurrencyAmount from a list of CurrencyAmount objects.
of(Map<Currency, Double>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Obtains a MultiCurrencyAmount from a map of currency to amount.
of(LocalDate) - Static method in class com.opengamma.strata.basics.date.AdjustableDate: Obtains an instance with no business day adjustment.
of(LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.AdjustableDate: Obtains an adjustable date.
of(BusinessDayConvention, HolidayCalendar) - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment: Obtains an adjustment using a specific convention and calendar.
of(String) - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention: Obtains a BusinessDayConvention from a unique name.
of(String) - Static method in interface com.opengamma.strata.basics.date.DayCount: Obtains a DayCount from a unique name.
of(String) - Static method in interface com.opengamma.strata.basics.date.HolidayCalendar: Obtains a HolidayCalendar from a unique name.
of(String, Iterable<LocalDate>, DayOfWeek, DayOfWeek) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar: Obtains a HolidayCalendar from a set of holiday dates and weekend days.
of(String, Iterable<LocalDate>, Iterable<DayOfWeek>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar: Obtains a HolidayCalendar from a set of holiday dates and weekend days.
of(String) - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention: Obtains a PeriodAdditionConvention from a unique name.
of(Period, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment: Obtains a period adjustment that can adjust a date by the specified period.
of(Period) - Static method in class com.opengamma.strata.basics.date.Tenor: Obtains a Tenor from a Period.
of(Tenor, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment: Obtains a tenor adjustment that can adjust a date by the specified tenor.
of(String) - Static method in interface com.opengamma.strata.basics.index.FxIndex: Obtains an FxIndex from a unique name.
of(String) - Static method in interface com.opengamma.strata.basics.index.IborIndex: Obtains a IborIndex from a unique name.
of(String) - Static method in interface com.opengamma.strata.basics.index.OvernightIndex: Obtains an OvernightIndex from a unique name.
of(String) - Static method in interface com.opengamma.strata.basics.index.PriceIndex: Obtains an PriceIndex from a unique name.
of(String) - Static method in interface com.opengamma.strata.basics.interpolator.CurveExtrapolator: Obtains a CurveExtrapolator from a unique name.
of(String) - Static method in interface com.opengamma.strata.basics.interpolator.CurveInterpolator: Obtains a CurveInterpolator from a unique name.
of(String) - Static method in class com.opengamma.strata.basics.location.Country: Obtains an instance of Country for the specified ISO-3166-1 alpha-2 two letter country code dynamically creating a country if necessary.
of(String) - Static method in enum com.opengamma.strata.basics.LongShort: Obtains the type from a unique name.
of(String) - Static method in class com.opengamma.strata.basics.market.FieldName: Obtains a FieldName by name.
of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateId: Creates an ID for the FX rate for a currency pair.
of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateId: Creates an ID for the FX rate for a currency pair.
of(CurrencyPair, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId: Creates an ID for the FX rate for a currency pair.
of(Currency, Currency, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId: Creates an ID for the FX rate for a currency pair.
of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateKey: Creates a key to obtain the market FX rate associated with a currency pair.
of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateKey: Creates a key to obtain the market FX rate associated with a currency pair.
of(String) - Static method in class com.opengamma.strata.basics.market.MarketDataFeed: Obtains a MarketDataFeed by name.
of(String) - Static method in enum com.opengamma.strata.basics.PayReceive: Obtains the type from a unique name.
of(String) - Static method in enum com.opengamma.strata.basics.PutCall: Obtains the type from a unique name.
of(Period) - Static method in class com.opengamma.strata.basics.schedule.Frequency: Obtains a periodic frequency from a Period.
of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, boolean) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Obtains an instance based on a stub convention and end-of-month flag.
of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, RollConvention) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Obtains an instance based on roll and stub conventions.
of(String) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention: Obtains a RollConvention from a unique name.
of(LocalDate, LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Obtains an instance from the adjusted and unadjusted dates.
of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Obtains an instance from two dates.
of(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention: Obtains the type from a unique name.
of(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType: Obtains the type from a unique name.
of(double) - Static method in class com.opengamma.strata.basics.value.ValueSchedule: Obtains a ValueSchedule with a single value that does not change over time.
of(double, ValueStep...) - Static method in class com.opengamma.strata.basics.value.ValueSchedule: Obtains a ValueSchedule with a list of changes.
of(double, List<ValueStep>) - Static method in class com.opengamma.strata.basics.value.ValueSchedule: Obtains a ValueSchedule with a list of changes.
of(int, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep: Obtains a step that applies at a specific schedule period index.
of(LocalDate, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep: Obtains a step that applies at a specific date.
of(String, String) - Static method in class com.opengamma.strata.collect.id.StandardId: Obtains a StandardId from a scheme and value.
of(CharSource) - Static method in class com.opengamma.strata.collect.io.IniFile: Parses the specified source as an INI file.
of(CharSource) - Static method in class com.opengamma.strata.collect.io.PropertiesFile: Parses the specified source as a properties file.
of(Map<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet: Obtains an instance from a map.
of(Multimap<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet: Obtains an instance from a map allowing for multiple values for each key.
of(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator: Creates a resource from a string locator.
of(Class<R>) - Static method in class com.opengamma.strata.collect.named.ExtendedEnum: Obtains an extended enum instance.
of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange: Obtains a half-open range of dates, including the start and excluding the end.
of(Supplier<T>) - Static method in class com.opengamma.strata.collect.result.Result: Creates a success Result wrapping the value produced by the supplier.
of(LocalDate, double) - Static method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint: Obtains a point from date and value.
of(LocalDate, double) - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Obtains a time-series containing a single date and value.
of(double, double) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair: Obtains a DoublesPair from two double elements.
of(int, double) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair: Obtains an IntDoublePair from an int and a double.
of(long, double) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair: Obtains a LongDoublePair from a long and a double.
of(A, double) - Static method in class com.opengamma.strata.collect.tuple.ObjectDoublePair: Obtains an ObjectDoublePair from an Object and a double.
of(A, B) - Static method in class com.opengamma.strata.collect.tuple.Pair: Obtains a pair inferring the types.
of(A, B, C) - Static method in class com.opengamma.strata.collect.tuple.Triple: Obtains a triple inferring the types.
of(CalculationTarget, int, int, Result<?>) - Static method in class com.opengamma.strata.engine.calculations.CalculationResult: Returns a calculation result containing the target, the row and column in the results grid and the result of a calculation.
of(Currency, double[]) - Static method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray: Returns an instance with the specified currency and values.
of(List<T>) - Static method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult: Returns a set of scenario results containing the specified individual results.
of(T...) - Static method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult: Returns a set of scenario results containing the specified individual results.
of(List<? extends FxConvertible<?>>) - Static method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList: Returns an instance containing the specified individual values.
of(MarketDataKey<?>) - Static method in class com.opengamma.strata.engine.calculations.MissingMappingId: Returns an ID wrapping a market data key for which there was no mapping.
of(MarketDataKey<?>) - Static method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId: Returns an ID wrapping a key requested by a calculation for a target with no market data rules.
of(Measure) - Static method in class com.opengamma.strata.engine.Column: Returns a column that contains the specified measure and uses the default calculation rules.
of(Measure, String) - Static method in class com.opengamma.strata.engine.Column: Returns a column that contains the specified measure and uses the default calculation rules.
of(ColumnDefinition) - Static method in class com.opengamma.strata.engine.Column: Returns a column defined by the definition that uses the default calculation rules.
of(Measure) - Static method in interface com.opengamma.strata.engine.ColumnDefinition: Returns a definition of a column that contains the same measure in all rows and whose name is the measure name.
of(Measure, String) - Static method in interface com.opengamma.strata.engine.ColumnDefinition: Returns a definition of a column with the specified name that contains the same measure in all rows.
of(String) - Static method in class com.opengamma.strata.engine.ColumnName: Obtains a ColumnName by name.
of(MarketDataMappings) - Static method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule: Returns a rule which always returns the specified mappings from AllTargetsMarketDataRule.mappings(CalculationTarget).
of(CalculationTarget, int, int, FunctionConfig, Map<String, Object>, MarketDataMappings, ReportingRules) - Static method in class com.opengamma.strata.engine.config.CalculationTaskConfig: Returns configuration for a task that will calculate a value for a target.
of(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in class com.opengamma.strata.engine.config.DefaultMarketDataRule: Returns a rule which returns the mappings for any target that is an instance of one of the target types.
of(MarketDataMappings, List<Class<? extends CalculationTarget>>) - Static method in class com.opengamma.strata.engine.config.DefaultMarketDataRule: Returns a rule which returns the mappings for any target that is an instance of one of the target types.
of(List<MarketDataRule>) - Static method in class com.opengamma.strata.engine.config.DefaultMarketDataRules: Returns a set of rules made of from multiple individual rules.
of(MarketDataRule...) - Static method in class com.opengamma.strata.engine.config.DefaultMarketDataRules: Returns a set of rules made of from multiple individual rules.
of(Class<? extends CalculationSingleFunction<T, ?>>) - Static method in class com.opengamma.strata.engine.config.FunctionConfig: Returns configuration for a function that doesn't contain any constructor arguments.
of(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in interface com.opengamma.strata.engine.config.MarketDataRule: Returns a market data rule that matches any target which is an instance of any of the target types.
of(MarketDataRule...) - Static method in interface com.opengamma.strata.engine.config.MarketDataRules: Returns a set of market data rules that delegates to multiple individual rules, returning the first valid mapping it finds.
of(String) - Static method in class com.opengamma.strata.engine.config.Measure: Obtains a Measure by name.
of(FunctionGroup<?>, Map<String, Object>) - Static method in class com.opengamma.strata.engine.config.pricing.ConfiguredFunctionGroup: Returns a configured function group containing the specified function group and arguments.
of(FunctionGroup<?>) - Static method in class com.opengamma.strata.engine.config.pricing.ConfiguredFunctionGroup: Returns a configured function group containing the specified function group and no arguments.
of(PricingRule<?>...) - Static method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules: Returns a set of pricing rules containing the specified individual rules.
of(List<PricingRule<?>>) - Static method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules: Returns a set of pricing rules containing the specified individual rules.
of(String) - Static method in class com.opengamma.strata.engine.config.pricing.FunctionGroupName: Obtains a FunctionGroupName by name.
of(PricingRules...) - Static method in interface com.opengamma.strata.engine.config.pricing.PricingRules: Returns a set of pricing rules that delegates to multiple underlying sets of rules, returning the first valid configuration it finds.
of(ReportingRules...) - Static method in interface com.opengamma.strata.engine.config.ReportingRules: Returns a rule that tries each of the delegate rules in turn and returns the first currency it finds.
of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings: Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings: Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in interface com.opengamma.strata.engine.marketdata.mapping.MarketDataMappings: Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in interface com.opengamma.strata.engine.marketdata.mapping.MarketDataMappings: Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(BaseMarketData) - Static method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData: Returns a set of data for a single scenario, taking the data from an instance of BaseMarketData.
of(Class<T>, MarketDataFilter<T, ?>, Perturbation<T>) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping: Returns a mapping containing a single perturbation.
of(Class<T>, MarketDataFilter<T, ?>, Perturbation<T>...) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping: Returns a mapping containing multiple perturbations.
of(Class<T>, MarketDataFilter<T, ?>, List<Perturbation<T>>) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping: Returns a mapping containing multiple perturbations.
of(String) - Static method in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitRedCode: Obtains a MarkitRedCode by name.
of(CharSource, boolean) - Static method in class com.opengamma.strata.examples.marketdata.CsvFile: Parses the specified source as a CSV file.
of(LocalDate, String, String) - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey: Creates an instance.
of(LocalDate, CurveGroupName, CurveName) - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey: Creates an instance from typed strings where applicable.
of(String, String) - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName: Creates an instance from strings.
of(CurveGroupName, CurveName) - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName: Creates an instance from typed strings.
of(LocalDate, double, String) - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode: Creates an instance.
of(List<Trade>) - Static method in class com.opengamma.strata.examples.report.TradePortfolio: Constructs a portfolio from a list of trades.
of(String) - Static method in enum com.opengamma.strata.finance.common.FutureOptionPremiumStyle: Obtains the type from a unique name.
of(SinglePayment, PeriodicPayments) - Static method in class com.opengamma.strata.finance.credit.FeeLeg: Creates a fee leg from the fee and payments.
of(StandardId, int, int) - Static method in class com.opengamma.strata.finance.credit.IndexReferenceInformation: Creates an instance.
of(CurrencyAmount, double, DayCount, Frequency, StubConvention, RollConvention) - Static method in class com.opengamma.strata.finance.credit.PeriodicPayments: Creates an instance.
of(StandardId, SeniorityLevel, Currency, RestructuringClause) - Static method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation: Creates an instance.
of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.finance.credit.SinglePayment: Creates an instance.
of(String) - Static method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Looks up the convention corresponding to a given name.
of(String) - Static method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention: Looks up the convention corresponding to a given name.
of(FxPayment, FxPayment) - Static method in class com.opengamma.strata.finance.fx.ExpandedFx: Creates an ExpandedFx from two equivalent payments in different currencies.
of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.finance.fx.ExpandedFx: Creates an ExpandedFx from two amounts and the value date.
of(ExpandedFx, ExpandedFx) - Static method in class com.opengamma.strata.finance.fx.ExpandedFxSwap: Creates an ExpandedFxSwap from two legs.
of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.finance.fx.Fx: Creates an Fx from two amounts and the value date.
of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.finance.fx.Fx: Creates an Fx using a rate.
of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.finance.fx.FxPayment: Creates a FxPayment representing an amount.
of(Fx, Fx) - Static method in class com.opengamma.strata.finance.fx.FxSwap: Creates an FxSwap from two transactions.
of(IborIndex) - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: Creates a convention based on the specified index.
of(IborIndex) - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate: Creates a template based on the specified index.
of(Period, IborIndex) - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate: Creates a template based on the specified period and index.
of(Period, IborFixingDepositConvention) - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate: Creates a template based on the specified periods and convention.
of(Currency, BusinessDayAdjustment, DayCount, DaysAdjustment) - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention: Creates a convention based on the specified currency, business day adjustment, day count convention and spot date offset.
of(Period, TermDepositConvention) - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate: Creates a template based on the specified period and convention.
of(double) - Static method in class com.opengamma.strata.finance.rate.FixedRateObservation: Creates an FixedRateObservation.
of(IborIndex) - Static method in class com.opengamma.strata.finance.rate.fra.FraConvention: Creates a convention based on the specified index.
of(String) - Static method in enum com.opengamma.strata.finance.rate.fra.FraDiscountingMethod: Obtains the compounding method from a unique name.
of(Period, IborIndex) - Static method in class com.opengamma.strata.finance.rate.fra.FraTemplate: Creates a template based on the specified period and index.
of(Period, Period, FraConvention) - Static method in class com.opengamma.strata.finance.rate.fra.FraTemplate: Creates a template based on the specified periods and convention.
of(LocalDate) - Static method in class com.opengamma.strata.finance.rate.IborAveragedFixing: Creates a IborAveragedFixing from the fixing date with a weight of 1.
of(LocalDate, Double) - Static method in class com.opengamma.strata.finance.rate.IborAveragedFixing: Creates a IborAveragedFixing from the fixing date with a weight of 1.
of(IborIndex, List<IborAveragedFixing>) - Static method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation: Creates an IborAveragedRateObservation from an index and fixings.
of(IborIndex, IborIndex, LocalDate) - Static method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation: Creates an IborInterpolatedRateObservation from two indices and fixing date.
of(IborIndex, LocalDate) - Static method in class com.opengamma.strata.finance.rate.IborRateObservation: Creates an IborRateObservation from an index and fixing date.
of(PriceIndex, YearMonth, YearMonth, double) - Static method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation: Creates an InflationInterpolatedRateObservation from an index, reference start month and reference end month.
of(PriceIndex, YearMonth, YearMonth) - Static method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation: Creates an InflationMonthlyRateObservation from an index, reference start month and reference end month.
of(OvernightIndex, LocalDate, LocalDate) - Static method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation: Creates an OvernightAveragedRateObservation from an index and period dates
of(OvernightIndex, LocalDate, LocalDate, int) - Static method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation: Creates an OvernightAveragedRateObservation from an index, period dates and rate cut-off.
of(OvernightIndex, LocalDate, LocalDate) - Static method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation: Creates an OvernightCompoundedRateObservation from an index and period dates
of(OvernightIndex, LocalDate, LocalDate, int) - Static method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation: Creates an OvernightCompoundedRateObservation from an index, period dates and rate cut-off.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.CompoundingMethod: Obtains the type from a unique name.
of(ExpandedSwapLeg...) - Static method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap: Creates a swap from one or more swap legs.
of(double, DayCount) - Static method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation: Obtains a rate calculation for the specified day count and rate.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.FixingRelativeTo: Obtains the type from a unique name.
of(FxIndex, Currency, LocalDate) - Static method in class com.opengamma.strata.finance.rate.swap.FxReset: Obtains an FxReset from the index, currency and fixing date.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.FxResetFixingRelativeTo: Obtains the type from a unique name.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.IborRateAveragingMethod: Obtains the type from a unique name.
of(IborIndex) - Static method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: Obtains a rate calculation for the specified index.
of(PriceIndex, int, boolean) - Static method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation: Obtains a rate calculation for the specified price index.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.NegativeRateMethod: Obtains the type from a unique name.
of(LocalDate, CurrencyAmount) - Static method in class com.opengamma.strata.finance.rate.swap.NotionalExchange: Creates a NotionalExchange from the date and amount.
of(CurrencyAmount) - Static method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule: Obtains a NotionalSchedule with a single amount that does not change over time.
of(Currency, double) - Static method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule: Obtains a NotionalSchedule with a single amount that does not change over time.
of(Currency, ValueSchedule) - Static method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule: Obtains a NotionalSchedule with a notional amount that can change over time.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.OvernightAccrualMethod: Obtains the type from a unique name.
of(OvernightIndex) - Static method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation: Obtains a rate calculation for the specified index with accrual by compounding.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.PaymentRelativeTo: Obtains the type from a unique name.
of(SwapLeg...) - Static method in class com.opengamma.strata.finance.rate.swap.Swap: Creates a swap from one or more swap legs.
of(List<SwapLeg>) - Static method in class com.opengamma.strata.finance.rate.swap.Swap: Creates a swap from one or more swap legs.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.SwapLegType: Obtains the type from a unique name.
of(FixedRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention: Creates a convention based on the specified conventions.
of(Period, Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate: Creates a template based on the specified period, tenor and convention.
of(Currency, DayCount, Frequency, BusinessDayAdjustment) - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Creates a convention based on the specified index.
of(IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention: Creates a convention based on the specified conventions.
of(Period, Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate: Creates a template based on the specified period, tenor and convention.
of(IborIndex) - Static method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Creates a convention based on the specified index.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping: Returns a mapper that accepts a DiscountCurveKey and returns a DiscountCurveId with the name of the curve group that is the source of the curve.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping: Returns a mapper that accepts a RateIndexCurveKey and returns a RateIndexCurveId with the name of the curve group that is the source of the curve.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping: Returns a new mapping based on the specified group and feed.
of(CurveName) - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter: Returns a filter matching curves with the specified name.
of(RateIndex) - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter: Returns a filter matching a curve for the specified index.
of(Currency) - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter: Returns a filter which matches curves with the specified currency.
of(CashFlow) - Static method in class com.opengamma.strata.market.amount.CashFlows: Obtains a CashFlows instance from a single cash flow.
of(List<CashFlow>) - Static method in class com.opengamma.strata.market.amount.CashFlows: Obtains a CashFlows instance from a list of cash flows.
of(List<LegAmount>) - Static method in class com.opengamma.strata.market.amount.LegAmounts: Returns an instance containing the specified leg amounts.
of(LegAmount...) - Static method in class com.opengamma.strata.market.amount.LegAmounts: Returns an instance containing the specified leg amounts.
of(FixedIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode: Returns a curve node for a fixed-float interest rate swap using the specified instrument template and rate.
of(FixedIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode: Returns a curve node for a fixed-float interest rate swap using the specified instrument template and rate.
of(FraTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.config.FraCurveNode: Returns a node whose instrument is built from the template using a market rate.
of(FraTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.config.FraCurveNode: Returns a node whose instrument is built from the template using a market rate.
of(IborFixingDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode: Returns a curve node for an Ibor deposit using the specified template and rate key.
of(IborFixingDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode: Returns a curve node for an Ibor deposit using the specified template, rate key and spread.
of(TermDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode: Returns a curve node for a term deposit using the specified instrument template and rate key.
of(TermDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode: Returns a curve node for a term deposit using the specified instrument template, rate key and spread.
of(String, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve: Creates a constant curve with a specific value.
of(CurveName, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve: Creates a constant curve with a specific value.
of(CurveMetadata, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve: Creates a constant curve with a specific value.
of(CurveGroupName, Map<Currency, Curve>, Map<Index, Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup: Returns a curve group containing the specified curves.
of(String) - Static method in class com.opengamma.strata.market.curve.CurveGroupName: Obtains a CurveGroupName by name.
of(String) - Static method in interface com.opengamma.strata.market.curve.CurveMetadata: Creates a metadata instance without parameter information.
of(CurveName) - Static method in interface com.opengamma.strata.market.curve.CurveMetadata: Creates a metadata instance without parameter information.
of(String, List<? extends CurveParameterMetadata>) - Static method in interface com.opengamma.strata.market.curve.CurveMetadata: Creates a metadata instance with parameter information.
of(CurveName, List<? extends CurveParameterMetadata>) - Static method in interface com.opengamma.strata.market.curve.CurveMetadata: Creates a metadata instance with parameter information.
of(String) - Static method in class com.opengamma.strata.market.curve.CurveName: Obtains a CurveName by name.
of(String) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata: Creates the metadata.
of(CurveName) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata: Creates the metadata.
of(String, DayCount) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata: Creates the metadata.
of(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata: Creates the metadata, specifying day count.
of(CurveName, List<CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata: Creates the metadata, specifying parameter metadata.
of(CurveName, DayCount, List<CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata: Creates the metadata, specifying day count and parameter metadata.
of(int, int) - Static method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId: Returns an ID for a curve node for futures that expire in the specified year and month.
of(YearMonth) - Static method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId: Returns an ID for a curve node for futures that expire in the specified year and month.
of(String, double[], double[], CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Creates an interpolated curve with no parameter metadata.
of(CurveName, double[], double[], CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Creates an interpolated curve with no parameter metadata.
of(CurveName, DayCount, double[], double[], CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Creates an interpolated curve with no parameter metadata.
of(CurveMetadata, double[], double[], CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Creates an interpolated curve with metadata.
of(String, Period[], LocalDate[], double[], CdsConvention, double, double) - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates: Creates an instance of the par rates.
of(String, Period[], IsdaYieldCurveUnderlyingType[], double[], IsdaYieldCurveConvention) - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates: Creates an instance of the par rates.
of(Curve, ShiftType, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve: Returns a curve based on an underlying curve with a parallel shift applied to the Y values.
of(Map<ObservableId, Double>, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.ParRates: Returns a ParRates instance containing the specified rates.
of(LocalDate, String) - Static method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata: Creates node metadata using date and label.
of(Tenor) - Static method in class com.opengamma.strata.market.curve.TenorCurveNodeId: Returns a curve node ID for a tenor.
of(LocalDate, Tenor) - Static method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata: Creates node metadata using date and tenor.
of(LocalDate, Tenor, String) - Static method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata: Creates node metadata using date, tenor and label.
of(LocalDate, YearMonth) - Static method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata: Creates node metadata using date and year-month.
of(LocalDate, YearMonth, String) - Static method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata: Creates node metadata using date, year-month and label.
of(String) - Static method in class com.opengamma.strata.market.explain.ExplainKey: Obtains a ExplainKey by name.
of(Map<ExplainKey<?>, Object>) - Static method in class com.opengamma.strata.market.explain.ExplainMap: Creates an instance from a populated map.
of(CurveGroupName) - Static method in class com.opengamma.strata.market.id.CurveGroupId: Returns an ID identifying a curve group with a market data feed of MarketDataFeed.NONE.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.CurveGroupId: Returns an ID identifying a curve group.
of(Currency, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.DiscountCurveId: Returns an ID that identifies the discounting curve for the specified currency.
of(Currency, CurveGroupName) - Static method in class com.opengamma.strata.market.id.DiscountCurveId: Returns an ID that identifies the discounting curve for the specified currency.
of(Index) - Static method in class com.opengamma.strata.market.id.IndexRateId: Returns an ID for market data for the specified index.
of(Index, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.IndexRateId: Returns an ID for market data for the specified index.
of(Index, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.IndexRateId: Returns an ID for the curve for the specified index.
of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId: Creates an instance based on the reference information.
of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId: Creates an instance based on the reference information.
of(Currency) - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId: Creates an instance based on a currency.
of(CurveGroupName, CurveName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.ParRatesId: Returns an ID for the par rates used when calibrating the specified curve.
of(StandardId) - Static method in class com.opengamma.strata.market.id.QuoteId: Returns an ID representing a market quote with a field name of FieldName.MARKET_VALUE and a market data feed of MarketDataFeed.NONE.
of(StandardId, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.QuoteId: Returns an ID representing a market quote with a field name of FieldName.MARKET_VALUE.
of(StandardId, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.QuoteId: Returns an ID representing a market quote.
of(RateIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.RateIndexCurveId: Returns an ID for the curve for the specified index.
of(RateIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.RateIndexCurveId: Returns an ID for the curve for the specified index.
of(Currency, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId: Creates a key to obtain the discount factors associated with a currency.
of(Currency) - Static method in class com.opengamma.strata.market.key.DiscountCurveKey: Creates a key to obtain the discount curve associated with a currency.
of(Currency) - Static method in class com.opengamma.strata.market.key.DiscountFactorsKey: Creates a key to obtain the discount factors associated with a currency.
of(FxIndex) - Static method in class com.opengamma.strata.market.key.FxIndexRatesKey: Creates a key to obtain the rates associated with the FX index.
of(IborIndex) - Static method in class com.opengamma.strata.market.key.IborIndexRatesKey: Creates a key to obtain the rates associated with the Ibor index.
of(Index) - Static method in class com.opengamma.strata.market.key.IndexRateKey: Creates a key to obtain the market value associated with an index.
of(Index, FieldName) - Static method in class com.opengamma.strata.market.key.IndexRateKey: Creates a key to obtain a specific field associated with an index.
of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey: Creates an instance based on the reference information.
of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey: Creates an instance based on the reference information.
of(Currency) - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey: Creates an instance based on a currency.
of(OvernightIndex) - Static method in class com.opengamma.strata.market.key.OvernightIndexRatesKey: Creates a key to obtain the rates associated with the Overnight index.
of(PriceIndex) - Static method in class com.opengamma.strata.market.key.PriceIndexValuesKey: Creates a key to obtain the rates associated with the Price index.
of(StandardId) - Static method in class com.opengamma.strata.market.key.QuoteKey: Creates a key to obtain the market value associated with an identifier.
of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.key.QuoteKey: Creates a key to obtain a specific field associated with an identifier.
of(RateIndex) - Static method in class com.opengamma.strata.market.key.RateIndexCurveKey: Creates a key to obtain the forward curve associated with an index.
of(CurveCurrencyParameterSensitivity) - Static method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: Obtains an instance from a single sensitivity entry.
of(List<? extends CurveCurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: Obtains an instance from a list of sensitivity entries.
of(CurveMetadata, Currency, double[]) - Static method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity: Obtains an instance from the curve metadata, currency and sensitivity.
of(CurveUnitParameterSensitivity) - Static method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities: Obtains an instance from a single sensitivity entry.
of(List<? extends CurveUnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities: Obtains an instance from a list of sensitivity entries.
of(CurveMetadata, double[]) - Static method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity: Obtains an instance from the curve metadata and sensitivity.
of(FxIndex, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity: Obtains a FxIndexSensitivity from index, reference currency, fixing date and sensitivity value.
of(FxIndex, Currency, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity: Obtains a FxIndexSensitivity from index, sensitivity currency, base currency, fixing date and sensitivity value.
of(IborIndex, LocalDate, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity: Obtains an IborFutureOptionSensitivity from the key, value and currency.
of(IborIndex, LocalDate, LocalDate, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity: Obtains an IborFutureOptionSensitivity from the key and value.
of(IborIndex, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity: Obtains an IborRateSensitivity from the index, fixing date and value.
of(IborIndex, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity: Obtains a IborRateSensitivity from the index, currency, fixing date and value.
of(PriceIndex, YearMonth, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity: Obtains an InflationRateSensitivity from the index, reference month and value.
of(PriceIndex, Currency, YearMonth, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity: Obtains an InflationRateSensitivity from the index, currency, reference month and value.
of(OvernightIndex, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity: Obtains an OvernightRateSensitivity from the index, fixing date and value.
of(OvernightIndex, Currency, LocalDate, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity: Obtains an OvernightRateSensitivity from the index, currency, fixing date, end date and value.
of(PointSensitivity...) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities: Obtains a PointSensitivities from an array of sensitivity entries.
of(List<? extends PointSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities: Obtains a PointSensitivities from a list of sensitivity entries.
of(Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity: Obtains a ZeroRateSensitivity from the curve currency, date and value.
of(Currency, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity: Obtains a ZeroRateSensitivity from the curve currency, date, sensitivity currency and value.
of(FxIndex, FxRateProvider, DiscountFactors, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountFxIndexRates: Creates a new FX index rates instance with no historic fixings.
of(FxIndex, LocalDateDoubleTimeSeries, FxRateProvider, DiscountFactors, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountFxIndexRates: Creates a new FX index rates instance.
of(IborIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountIborIndexRates: Creates a new Ibor index rates instance with no historic fixings.
of(IborIndex, LocalDateDoubleTimeSeries, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountIborIndexRates: Creates a new Ibor index rates instance.
of(OvernightIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates: Creates a new Overnight index rates instance with no historic fixings.
of(OvernightIndex, LocalDateDoubleTimeSeries, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates: Creates a new Overnight index rates instance.
of(PriceIndex, YearMonth, LocalDateDoubleTimeSeries, InterpolatedNodalCurve) - Static method in class com.opengamma.strata.market.value.ForwardPriceIndexValues: Creates a new ForwardPriceIndexValues with no seasonality adjustment.
of(PriceIndex, YearMonth, LocalDateDoubleTimeSeries, InterpolatedNodalCurve, List<Double>) - Static method in class com.opengamma.strata.market.value.ForwardPriceIndexValues: Creates a new ForwardPriceIndexValues with seasonality adjustment.
of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.value.SimpleDiscountFactors: Creates a new discount factors instance.
of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors: Creates a new discount factors instance.
of(InterpolatedDoublesSurface, IborIndex, DayCount, LocalDate, LocalTime, ZoneId) - Static method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
of(InterpolatedDoublesSurface, IborIndex, DayCount, LocalDate) - Static method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
of(InterpolatedDoublesSurface, boolean, IborIndex, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider: Obtains an NormalVolatilityExpSimpleMoneynessIborFutureProvider.
of(IborIndex, ZonedDateTime, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity: Obtains a SwaptionSensitivity from the specified elements.
of(FormatCategory, ValueFormatter<?>) - Static method in class com.opengamma.strata.report.format.FormatSettings: Constructs an instance.
of(LocalDate, List<Trade>, List<Column>, Results) - Static method in class com.opengamma.strata.report.ReportCalculationResults
of(ReportCalculationResults, TradeReportTemplate) - Static method in class com.opengamma.strata.report.trade.TradeReport
ofAbsoluteAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment: Obtains a value adjustment specifying the absolute amount.
ofAbsoluteAmount(LocalDate, double) - Static method in class com.opengamma.strata.basics.value.ValueStep: Obtains a value adjustment specifying an absolute value.
ofAllCombinations(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition: Returns a scenario definition created from all possible combinations of the mappings.
ofAllCombinations(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition: Returns a scenario definition created from all possible combinations of the mappings.
ofAllCombinations(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition: Returns a scenario definition created from all possible combinations of the mappings.
ofBus252(HolidayCalendar) - Static method in interface com.opengamma.strata.basics.date.DayCount: Obtains an instance of the 'Bus/252' day count based on a specific calendar.
ofBusinessDays(int, HolidayCalendar) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment: Obtains a days adjustment that can adjust a date by a specific number of business days.
ofBusinessDays(int, HolidayCalendar, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment: Obtains a days adjustment that can adjust a date by a specific number of business days.
ofBuy(boolean) - Static method in enum com.opengamma.strata.basics.BuySell: Converts a boolean "is buy" flag to the enum value.
ofCalendarDays(int) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment: Obtains a days adjustment that can adjust a date by a specific number of calendar days.
ofCalendarDays(int, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment: Obtains a days adjustment that can adjust a date by a specific number of calendar days.
ofChained(Stream<CharSource>) - Static method in class com.opengamma.strata.collect.io.IniFile: Returns a single INI file that is the chained combination of the inputs.
ofClasspathUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator: Creates a resource from a URL.
ofClosed(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange: Obtains a closed range of dates, including the start and end.
ofDayOfMonth(int) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention: Obtains an instance from the day-of-month.
ofDayOfWeek(DayOfWeek) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention: Obtains an instance from the day-of-week.
ofDays(int) - Static method in class com.opengamma.strata.basics.date.Tenor: Returns a tenor backed by a period of days.
ofDays(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency: Returns a periodic frequency backed by a period of days.
ofDaysInResetPeriod(LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.finance.rate.IborAveragedFixing: Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
ofDaysInResetPeriod(LocalDate, LocalDate, LocalDate, Double) - Static method in class com.opengamma.strata.finance.rate.IborAveragedFixing: Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
ofDecimalPlaces(int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding: Obtains an instance that rounds to the specified number of decimal places.
ofDecimalPlaces(int) - Static method in interface com.opengamma.strata.basics.value.Rounding: Obtains an instance that rounds to the specified number of decimal places.
ofDeltaAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment: Obtains a value adjustment specifying an amount to add to the base value.
ofDeltaMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment: Obtains a value adjustment specifying a multiplication factor, adding it to the base value.
ofFile(File) - Static method in class com.opengamma.strata.collect.io.ResourceLocator: Creates a resource from a File.
ofFixedRate(double) - Static method in class com.opengamma.strata.finance.rate.swap.StubCalculation: Obtains a StubCalculation with a single fixed rate.
ofForwardPoints(CurrencyAmount, Currency, double, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.finance.fx.FxSwap: Creates an FxSwap using forward points.
ofFractionalDecimalPlaces(int, int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding: Obtains an instance from the number of decimal places and fraction.
ofFractionalDecimalPlaces(int, int) - Static method in interface com.opengamma.strata.basics.value.Rounding: Obtains an instance from the number of decimal places and fraction.
ofFutureValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow: Creates a CashFlow representing a single cash flow from payment date, future value and discount factor.
ofFutureValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow: Creates a CashFlow representing a single cash flow from payment date, future value amount, discount factor and currency.
ofIborInterpolatedRate(IborIndex, IborIndex) - Static method in class com.opengamma.strata.finance.rate.swap.StubCalculation: Obtains a StubCalculation with linear interpolation of two floating rates.
ofIborRate(IborIndex) - Static method in class com.opengamma.strata.finance.rate.swap.StubCalculation: Obtains a StubCalculation with a single floating rate.
ofIni(IniFile) - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
ofLastBusinessDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment: Obtains a period adjustment that can adjust a date by the specified period using the last business day of month convention.
ofLastBusinessDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment: Obtains a tenor adjustment that can adjust a date by the specified tenor using the last business day of month convention.
ofLastDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment: Obtains a period adjustment that can adjust a date by the specified period using the last day of month convention.
ofLastDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment: Obtains a tenor adjustment that can adjust a date by the specified tenor using the last day of month convention.
ofLong(boolean) - Static method in enum com.opengamma.strata.basics.LongShort: Converts a boolean "is long" flag to the enum value.
ofMappings(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition: Returns a scenario definition containing the perturbations in mappings.
ofMappings(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition: Returns a scenario definition containing the perturbations in mappings.
ofMappings(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition: Returns a scenario definition containing the perturbations in mappings.
ofMonths(int) - Static method in class com.opengamma.strata.basics.date.Tenor: Returns a tenor backed by a period of months.
ofMonths(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency: Returns a periodic frequency backed by a period of months.
ofMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment: Obtains a value adjustment specifying a multiplication factor to apply to the base value.
ofNullable(R, FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result: Returns a success result containing the value if it is non-null, else returns a failure result with the specified reason and message.
ofNullable(R) - Static method in class com.opengamma.strata.collect.result.Result: Returns a success result containing the value if it is non-null, else returns a failure result with a reason of FailureReason.MISSING_DATA and message to say an unexpected null was found.
ofPair(Pair<Double, Double>) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair: Obtains a DoublesPair from a Pair.
ofPair(Pair<Integer, Double>) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair: Obtains an IntDoublePair from a Pair.
ofPair(Pair<Long, Double>) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair: Obtains a LongDoublePair from a Pair.
ofPair(Pair<A, Double>) - Static method in class com.opengamma.strata.collect.tuple.ObjectDoublePair: Obtains an ObjectDoublePair from a Pair.
ofPath(Path) - Static method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder: Creates an instance from a given directory root.
ofPay(boolean) - Static method in enum com.opengamma.strata.basics.PayReceive: Converts a boolean "is pay" flag to the enum value.
ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.finance.fx.FxPayment: Creates a FxPayment representing an amount to be paid.
ofPresentValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow: Creates a CashFlow representing a single cash flow from payment date, present value and discount factor.
ofPresentValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow: Creates a CashFlow representing a single cash flow from payment date, present value amount, discount factor and currency.
ofPut(boolean) - Static method in enum com.opengamma.strata.basics.PutCall: Converts a boolean "is put" flag to the enum value.
ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.finance.fx.FxPayment: Creates a FxPayment representing an amount to be received.
ofResource(String) - Static method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder: Creates an instance from a given classpath resource root location using the class loader which created this class.
ofResource(String, ClassLoader) - Static method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder: Creates an instance from a given classpath resource root location, using the given class loader to find the resource.
ofSignedAmount(double) - Static method in enum com.opengamma.strata.basics.PayReceive: Converts a signed amount to the enum value.
ofTerm(SchedulePeriod) - Static method in class com.opengamma.strata.basics.schedule.Schedule: Create a 'Term' schedule from a single period.
ofWeeks(int) - Static method in class com.opengamma.strata.basics.date.Tenor: Returns a tenor backed by a period of weeks.
ofWeeks(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency: Returns a periodic frequency backed by a period of weeks.
ofYears(int) - Static method in class com.opengamma.strata.basics.date.Tenor: Returns a tenor backed by a period of years.
ofYears(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency: Returns a periodic frequency backed by a period of years.
ONE_BASIS_POINT - Static variable in class com.opengamma.strata.function.calculation.AbstractCalculationFunction: One basis point, expressed as a double.
ONE_ONE - Static variable in class com.opengamma.strata.basics.date.DayCounts: The '1/1' day count, which always returns a day count of 1.
OpenGammaPricingRules - Class in com.opengamma.strata.function: Contains standard sets of pricing rules that provide full access to the built-in asset class coverage.
openListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder: Opens a list entry to be populated.
or(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate: Returns a new predicate that returns true if either predicates returns true.
or(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate: Returns a new predicate that returns true if either predicates returns true.
or(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate: Returns a new predicate that returns true if either predicates returns true.
outputCurrencies(Set<Currency>) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder: Sets the outputCurrencies property in the builder.
outputCurrencies(Currency...) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder: Sets the outputCurrencies property in the builder from an array of objects.
outputCurrencies() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta: The meta-property for the outputCurrencies property.
outputCurrencies() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta: The meta-property for the outputCurrencies property.
overlaps(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange: Checks if this range overlaps any dates in the specified range.
OVERNIGHT - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Map of new to old Overnight indices.
OvernightAccrualMethod - Enum in com.opengamma.strata.finance.rate.swap: The method of accruing interest based on an Overnight index.
OvernightAveragedRateObservation - Class in com.opengamma.strata.finance.rate: Defines the observation of a rate from a single Overnight index that is averaged daily.
OvernightAveragedRateObservation.Builder - Class in com.opengamma.strata.finance.rate: The bean-builder for OvernightAveragedRateObservation.
OvernightAveragedRateObservation.Meta - Class in com.opengamma.strata.finance.rate: The meta-bean for OvernightAveragedRateObservation.
OvernightCompoundedRateObservation - Class in com.opengamma.strata.finance.rate: Defines the observation of a rate from a single Overnight index that is compounded daily.
OvernightCompoundedRateObservation.Builder - Class in com.opengamma.strata.finance.rate: The bean-builder for OvernightCompoundedRateObservation.
OvernightCompoundedRateObservation.Meta - Class in com.opengamma.strata.finance.rate: The meta-bean for OvernightCompoundedRateObservation.
OvernightIndex - Interface in com.opengamma.strata.basics.index: An overnight index, such as Sonia or Eonia.
overnightIndex(OvernightIndex) - Static method in class com.opengamma.strata.pricer.impl.Legacy: Converts an Overnight index to the legacy object.
overnightIndex(IndexON) - Static method in class com.opengamma.strata.pricer.impl.Legacy: Converts a legacy Overnight index to the new object.
overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
OvernightIndexRates - Interface in com.opengamma.strata.market.value: Provides access to rates for an Overnight index.
overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
overnightIndexRates(OvernightIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider: Gets the rates for an Overnight index.
OvernightIndexRatesKey - Class in com.opengamma.strata.market.key: Market data key identifying the rates for an Overnight index.
OvernightIndexRatesKey.Meta - Class in com.opengamma.strata.market.key: The meta-bean for OvernightIndexRatesKey.
OvernightIndices - Class in com.opengamma.strata.basics.index: Constants and implementations for standard Overnight rate indices.
overnightIndices(Set<OvernightIndex>) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder: Sets the overnightIndices property in the builder.
overnightIndices(OvernightIndex...) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder: Sets the overnightIndices property in the builder from an array of objects.
overnightIndices() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta: The meta-property for the overnightIndices property.
OvernightRateCalculation - Class in com.opengamma.strata.finance.rate.swap: Defines the calculation of a floating rate swap leg based on an Overnight index.
OvernightRateCalculation.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for OvernightRateCalculation.
OvernightRateCalculation.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for OvernightRateCalculation.
OvernightRateSensitivity - Class in com.opengamma.strata.market.sensitivity: Point sensitivity to a rate from an Overnight index curve.
OvernightRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity: The meta-bean for OvernightRateSensitivity.

P

P12M - Static variable in class com.opengamma.strata.basics.schedule.Frequency: A periodic frequency of 12 months (1 year).
P13W - Static variable in class com.opengamma.strata.basics.schedule.Frequency: A periodic frequency of 13 weeks (91 days).
P1D - Static variable in class com.opengamma.strata.basics.schedule.Frequency: A periodic frequency of one day.
P1M - Static variable in class com.opengamma.strata.basics.schedule.Frequency: A periodic frequency of 1 month.
P1W - Static variable in class com.opengamma.strata.basics.schedule.Frequency: A periodic frequency of 1 week (7 days).
P26W - Static variable in class com.opengamma.strata.basics.schedule.Frequency: A periodic frequency of 26 weeks (182 days).
P2M - Static variable in class com.opengamma.strata.basics.schedule.Frequency: A periodic frequency of 2 months.
P2W - Static variable in class com.opengamma.strata.basics.schedule.Frequency: A periodic frequency of 2 weeks (14 days).
P3M - Static variable in class com.opengamma.strata.basics.schedule.Frequency: A periodic frequency of 3 months.
P4M - Static variable in class com.opengamma.strata.basics.schedule.Frequency: A periodic frequency of 4 months.
P4W - Static variable in class com.opengamma.strata.basics.schedule.Frequency: A periodic frequency of 4 weeks (28 days).
P52W - Static variable in class com.opengamma.strata.basics.schedule.Frequency: A periodic frequency of 52 weeks (364 days).
P6M - Static variable in class com.opengamma.strata.basics.schedule.Frequency: A periodic frequency of 6 months.
pair() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta: The meta-property for the pair property.
pair() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta: The meta-property for the pair property.
Pair<A,B> - Class in com.opengamma.strata.collect.tuple: An immutable pair consisting of two elements.
Pair.Meta<A,B> - Class in com.opengamma.strata.collect.tuple: The meta-bean for Pair.
pairsToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix: Creates a Collector that allows a collection of pairs each containing a currency pair and a rate to be streamed and collected into a new FxMatrix.
pairsToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable map from a stream containing pairs.
PAR_RATE - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the par rate of the calculation target.
PAR_SPREAD - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the par spread of the calculation target.
ParallelShiftedCurve - Class in com.opengamma.strata.market.curve: A curve with a parallel shift applied to its Y values.
ParallelShiftedCurve.Meta - Class in com.opengamma.strata.market.curve: The meta-bean for ParallelShiftedCurve.
parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates: Applies a parallel shift to all the nodes.
parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates: Applies a parallel shift to all the nodes.
parameters(List<CurveParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder: Sets the parameters property in the builder.
parameters(CurveParameterMetadata...) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder: Sets the parameters property in the builder from an array of objects.
parameters() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta: The meta-property for the parameters property.
parameters(InterpolatedDoublesSurface) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder: Sets the parameters property in the builder.
parameters() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta: The meta-property for the parameters property.
parRate(IborFixingDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingIborFixingDepositProductPricer: Calculates the deposit fair rate given the start and end time and the accrual factor.
parRate(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingTermDepositProductPricer: Calculates the deposit fair rate given the start and end time and the accrual factor.
parRate(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer: Calculates the par rate of the FRA product.
parRate(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer: Computes the par rate for swaps with a fixed leg.
parRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta: The meta-property for the parRates property.
parRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta: The meta-property for the parRates property.
ParRates - Class in com.opengamma.strata.market.curve: The par rates used when calibrating a curve.
ParRates.Builder - Class in com.opengamma.strata.market.curve: The bean-builder for ParRates.
ParRates.Meta - Class in com.opengamma.strata.market.curve: The meta-bean for ParRates.
parRateSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer: Calculates the par rate curve sensitivity for a fixed swap leg.
ParRatesId - Class in com.opengamma.strata.market.id: Market data ID for a set of par rates used when calibrating a curve.
ParRatesId.Builder - Class in com.opengamma.strata.market.id: The bean-builder for ParRatesId.
ParRatesId.Meta - Class in com.opengamma.strata.market.id: The meta-bean for ParRatesId.
ParRatesMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve: Market data function that builds the par rates used when calibrating a curve.
ParRatesMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.ParRatesMarketDataFunction
parse(String) - Static method in class com.opengamma.strata.basics.currency.Currency: Parses a string to obtain a Currency.
parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount: Parses the string to produce a CurrencyAmount.
parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair: Parses a currency pair from a string with format AAA/BBB.
parse(String) - Static method in class com.opengamma.strata.basics.currency.FxRate: Parses a rate from a string with format AAA/BBB RATE.
parse(String) - Static method in class com.opengamma.strata.basics.date.Tenor: Parses a formatted string representing the tenor.
parse(String) - Static method in class com.opengamma.strata.basics.location.Country: Parses a string to obtain a Country.
parse(String) - Static method in class com.opengamma.strata.basics.schedule.Frequency: Parses a formatted string representing the frequency.
parse(String) - Static method in class com.opengamma.strata.collect.id.StandardId: Parses an StandardId from a formatted scheme and value.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair: Parses a DoublesPair from the standard string format.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair: Parses an IntDoublePair from the standard string format.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair: Parses a LongDoublePair from the standard string format.
parse(CharSource, CharSource) - Static method in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitIndexCreditCurveDataParser: Parses the specified sources.
parse(CharSource, CharSource) - Static method in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitSingleNameCreditCurveDataParser: Parses the specified sources.
parse(CharSource) - Static method in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitYieldCurveDataParser: Parses the specified source.
parseToken(String) - Static method in enum com.opengamma.strata.report.result.ValueRootType: Parses a string into the corresponding root type.
parSpread(FxProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxProductPricer: The par spread is the spread that should be added to the FX points to have a zero value.
parSpread(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer: Calculates the par spread is the spread that should be added to the FX forward points to have a zero value.
parSpread(IborFixingDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingIborFixingDepositProductPricer: Calculates the spread to be added to the deposit rate to have a zero present value.
parSpread(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingTermDepositProductPricer: Calculates the spread to be added to the deposit rate to have a zero present value.
parSpread(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer: Calculates the par spread of the FRA product.
parSpread(IborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer: Calculates the par spread of the Ibor future trade.
parSpreadCurveSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer: Calculates the par spread curve sensitivity of the FRA product.
parSpreadSensitivity(IborFixingDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingIborFixingDepositProductPricer: Calculates the par spread curve sensitivity.
parSpreadSensitivity(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingTermDepositProductPricer: Calculates the par spread curve sensitivity.
parSpreadSensitivity(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer: Calculates the par spread sensitivity of the Ibor future trade.
partition(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Partition the time-series into a pair of distinct series using a predicate.
partitionByValue(DoublePredicate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Partition the time-series into a pair of distinct series using a predicate.
PAY_OFF_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The pay-off rate, which includes adjustments like weighting, spread and gearing.
PAY_RECEIVE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: Whether the entry is being paid or received.
payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.finance.credit.Cds.Builder: Sets the payAccruedOnDefault property in the builder.
payAccruedOnDefault() - Method in class com.opengamma.strata.finance.credit.Cds.Meta: The meta-property for the payAccruedOnDefault property.
payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Sets the payAccruedOnDefault property in the builder.
payAccruedOnDefault() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta: The meta-property for the payAccruedOnDefault property.
payAccruedOnDefault - Variable in class com.opengamma.strata.finance.credit.ExpandedCds: Whether the accrued premium is paid in the event of a default.
payLegCurrency() - Static method in interface com.opengamma.strata.engine.config.ReportingRules: Returns a rule that uses the target's pay leg currency as the reporting currency.
PAYMENT_CURRENCY - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The currency of the payment.
PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The payment date, adjusted to be a valid business day if necessary.
PAYMENT_EVENTS - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The list of payment events.
PAYMENT_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The list of payment periods.
paymentAmount(CurrencyAmount) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder: Sets the paymentAmount property in the builder.
paymentAmount() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta: The meta-property for the paymentAmount property.
paymentBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder: Sets the paymentBusinessDayAdjustment property in the builder.
paymentBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta: The meta-property for the paymentBusinessDayAdjustment property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder: Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta: The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder: Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta: The meta-property for the paymentDate property.
paymentDate() - Method in class com.opengamma.strata.finance.fx.Fx.Meta: The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder: Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta: The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder: Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta: The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder: Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta: The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder: Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta: The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder: Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta: The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder: Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta: The meta-property for the paymentDate property.
paymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta: The meta-property for the paymentDate property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder: Sets the paymentDateOffset property in the builder.
paymentDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta: The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder: Sets the paymentDateOffset property in the builder.
paymentDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta: The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder: Sets the paymentDateOffset property in the builder.
paymentDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta: The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder: Sets the paymentDateOffset property in the builder.
paymentDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta: The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder: Sets the paymentDateOffset property in the builder.
paymentDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta: The meta-property for the paymentDateOffset property.
PaymentEvent - Interface in com.opengamma.strata.finance.rate.swap: A payment event, where a single payment is made between two counterparties.
PaymentEventPricer<T extends PaymentEvent> - Interface in com.opengamma.strata.pricer.rate.swap: Pricer for payment events.
paymentEvents(List<PaymentEvent>) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder: Sets the paymentEvents property in the builder.
paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder: Sets the paymentEvents property in the builder from an array of objects.
paymentEvents() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta: The meta-property for the paymentEvents property.
paymentEvents(List<PaymentEvent>) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder: Sets the paymentEvents property in the builder.
paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder: Sets the paymentEvents property in the builder from an array of objects.
paymentEvents() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta: The meta-property for the paymentEvents property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder: Sets the paymentFrequency property in the builder.
paymentFrequency() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta: The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder: Sets the paymentFrequency property in the builder.
paymentFrequency() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta: The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder: Sets the paymentFrequency property in the builder.
paymentFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta: The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder: Sets the paymentFrequency property in the builder.
paymentFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta: The meta-property for the paymentFrequency property.
paymentInterval(Period) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Sets the paymentInterval property in the builder.
paymentInterval() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta: The meta-property for the paymentInterval property.
paymentInterval - Variable in class com.opengamma.strata.finance.credit.ExpandedCds: The nominal period between premium payments, such as 3 months or 6 months.
PaymentPeriod - Interface in com.opengamma.strata.finance.rate.swap: A period over which interest is accrued with a single payment.
PaymentPeriodPricer<T extends PaymentPeriod> - Interface in com.opengamma.strata.pricer.rate.swap: Pricer for payment periods.
paymentPeriods(List<PaymentPeriod>) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder: Sets the paymentPeriods property in the builder.
paymentPeriods(PaymentPeriod...) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder: Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta: The meta-property for the paymentPeriods property.
paymentPeriods(List<RatePaymentPeriod>) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder: Sets the paymentPeriods property in the builder.
paymentPeriods(RatePaymentPeriod...) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder: Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta: The meta-property for the paymentPeriods property.
PaymentRelativeTo - Enum in com.opengamma.strata.finance.rate.swap: The base date that each payment is made relative to.
paymentRelativeTo(PaymentRelativeTo) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder: Sets the paymentRelativeTo property in the builder.
paymentRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta: The meta-property for the paymentRelativeTo property.
PaymentSchedule - Class in com.opengamma.strata.finance.rate.swap: Defines the schedule of payment dates relative to the accrual periods.
paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder: Sets the paymentSchedule property in the builder.
paymentSchedule() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta: The meta-property for the paymentSchedule property.
PaymentSchedule.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for PaymentSchedule.
PaymentSchedule.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for PaymentSchedule.
PayReceive - Enum in com.opengamma.strata.basics: Flag indicating whether a financial instrument is "pay" or "receive".
payReceive(PayReceive) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder: Sets the payReceive property in the builder.
payReceive() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta: The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder: Sets the payReceive property in the builder.
payReceive() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta: The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder: Sets the payReceive property in the builder.
payReceive() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta: The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder: Sets the payReceive property in the builder.
payReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta: The meta-property for the payReceive property.
PEN - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'PEN' - Peruvian Nuevo Sol.
period(Period) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder: Sets the period property in the builder.
period() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta: The meta-property for the period property.
PeriodAdditionConvention - Interface in com.opengamma.strata.basics.date: A convention defining how a period is added to a date.
PeriodAdditionConventions - Class in com.opengamma.strata.basics.date: Constants and implementations for standard period addition conventions.
PeriodAdjustment - Class in com.opengamma.strata.basics.date: An adjustment that alters a date by adding a period of calendar days, months and years.
PeriodAdjustment.Builder - Class in com.opengamma.strata.basics.date: The bean-builder for PeriodAdjustment.
PeriodAdjustment.Meta - Class in com.opengamma.strata.basics.date: The meta-bean for PeriodAdjustment.
periodicPayments(PeriodicPayments) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder: Sets the periodicPayments property in the builder.
periodicPayments() - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta: The meta-property for the periodicPayments property.
PeriodicPayments - Class in com.opengamma.strata.finance.credit: Specifies a periodic schedule of fixed amounts
PeriodicPayments.Builder - Class in com.opengamma.strata.finance.credit: The bean-builder for PeriodicPayments.
PeriodicPayments.Meta - Class in com.opengamma.strata.finance.credit: The meta-bean for PeriodicPayments.
PeriodicSchedule - Class in com.opengamma.strata.basics.schedule: Definition of a periodic schedule.
PeriodicSchedule.Builder - Class in com.opengamma.strata.basics.schedule: The bean-builder for PeriodicSchedule.
PeriodicSchedule.Meta - Class in com.opengamma.strata.basics.schedule: The meta-bean for PeriodicSchedule.
periodIndex(Integer) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder: Sets the periodIndex property in the builder.
periodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta: The meta-property for the periodIndex property.
periodRate(LocalDate, LocalDate) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
periodRate(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates: Gets the historic or forward rate at the specified fixing period.
periodRatePointSensitivity(LocalDate, LocalDate) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
periodRatePointSensitivity(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates: Calculates the point sensitivity of the historic or forward rate at the specified fixing period.
periods(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder: Sets the periods property in the builder.
periods(SchedulePeriod...) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder: Sets the periods property in the builder from an array of objects.
periods() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta: The meta-property for the periods property.
periodToEnd(Period) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder: Sets the periodToEnd property in the builder.
periodToEnd() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta: The meta-property for the periodToEnd property.
periodToStart(Period) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder: Sets the periodToStart property in the builder.
periodToStart() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta: The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder: Sets the periodToStart property in the builder.
periodToStart() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta: The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder: Sets the periodToStart property in the builder.
periodToStart() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta: The meta-property for the periodToStart property.
Perturbation<T> - Interface in com.opengamma.strata.engine.marketdata.scenarios: Describes a perturbation applied to a single piece of data as part of a scenario.
PerturbationMapping<T> - Class in com.opengamma.strata.engine.marketdata.scenarios: Contains one or more market data perturbations and a filter that decides what market data they apply to.
PerturbationMapping.Builder<T> - Class in com.opengamma.strata.engine.marketdata.scenarios: The bean-builder for PerturbationMapping.
PerturbationMapping.Meta<T> - Class in com.opengamma.strata.engine.marketdata.scenarios: The meta-bean for PerturbationMapping.
perturbations(List<Perturbation<T>>) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder: Sets the perturbations property in the builder.
perturbations() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta: The meta-property for the perturbations property.
PHP - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'PHP' - Philippine Peso.
PKR - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'PKR' - Pakistani Rupee.
PL - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'PL' = Poland.
PLN - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'PLN' - Polish Zloty.
plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a copy of this CurrencyAmount with the specified amount added.
plus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a copy of this CurrencyAmount with the specified amount added.
plus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Returns a copy of this MultiCurrencyAmount with the specified amount added.
plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Returns a copy of this MultiCurrencyAmount with the specified amount added.
plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Returns a copy of this MultiCurrencyAmount with the specified amount added.
PointSensitivities - Class in com.opengamma.strata.market.sensitivity: A collection of point sensitivities.
PointSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity: The meta-bean for PointSensitivities.
PointSensitivity - Interface in com.opengamma.strata.market.sensitivity: Point sensitivity.
PointSensitivityBuilder - Interface in com.opengamma.strata.market.sensitivity: Builder used to create point sensitivities.
portfolio - Static variable in class com.opengamma.strata.examples.finance.CdsTradeExample
PortfolioParameterConverter - Class in com.opengamma.strata.examples.report: Parameter converter for TradePortfolio.
PortfolioParameterConverter() - Constructor for class com.opengamma.strata.examples.report.PortfolioParameterConverter
positive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Returns a copy of this CurrencyAmount with a positive amount.
PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions: The 'Preceding' convention which adjusts to the previous business day.
predicate(CheckedPredicate<T>) - Static method in class com.opengamma.strata.collect.Unchecked: Converts checked exceptions to unchecked based on the Predicate interface.
premium(CurrencyAmount) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder: Sets the premium property in the builder.
premium() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta: The meta-property for the premium property.
premium(FxPayment) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder: Sets the premium property in the builder.
premium() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta: The meta-property for the premium property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder: Sets the premiumStyle property in the builder.
premiumStyle() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta: The meta-property for the premiumStyle property.
PRESENT_VALUE - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the present value of the calculation target.
PRESENT_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The present value.
presentValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta: The meta-property for the presentValue property.
presentValue(List<FxPayment>, RatesProvider) - Method in class com.opengamma.strata.pricer.calculator.CashflowEquivalentTheoreticalCalculator: Computes the present value of a list of cash flows.
presentValue(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer: Calculates the present value of the expanded CDS product.
presentValue(FxNonDeliverableForwardProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNonDeliverableForwardProductPricer: Calculates the present value of the NDF product.
presentValue(FxPayment, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxPaymentPricer: Computes the present value of the payment by discounting.
presentValue(FxProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxProductPricer: Computes the present value of the FX product by discounting each payment in its own currency.
presentValue(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer: Calculates the present value of the FX swap product.
presentValue(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingFxResetNotionalExchangePricer
presentValue(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingNotionalExchangePricer
presentValue(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingRatePaymentPeriodPricer
presentValue(PaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentEventPricer
presentValue(PaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentPeriodPricer
presentValue(IborFixingDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingIborFixingDepositProductPricer: Calculates the present value of the Ibor fixing deposit product.
presentValue(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingTermDepositProductPricer: Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
presentValue(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer: Calculates the present value of the FRA product.
presentValue(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraTradePricer: Calculates the present value of the FRA trade.
presentValue(IborFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.rate.future.AbstractIborFutureTradePricer: Calculates the present value of the Ibor future trade from the current price.
presentValue(IborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer: Calculates the present value of the Ibor future trade.
presentValue(IborFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedTradePricer: Calculates the present value of the Ibor future option trade from the current option price.
presentValue(IborFutureOptionTrade, RatesProvider, IborFutureProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedTradePricer: Calculates the present value of the Ibor future option trade.
presentValue(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double, double) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedTradePricer: Calculates the present value of the Ibor future option trade from the underlying future price.
presentValue(SwapLeg, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer: Calculates the present value of the swap leg, converted to the specified currency.
presentValue(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer: Calculates the present value of the swap leg.
presentValue(SwapProduct, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer: Calculates the present value of the swap product, converted to the specified currency.
presentValue(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer: Calculates the present value of the swap product.
presentValue(SwapTrade, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer: Calculates the present value of the swap trade, converted to the specified currency.
presentValue(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer: Calculates the present value of the swap trade.
presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentEventPricer: Calculates the present value of a single payment event.
presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentPeriodPricer: Calculates the present value of a single payment period.
presentValue(Swaption, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionProductPricerBeta: Calculates the present value of the swaption product.
presentValue(SwaptionTrade, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionTradePricerBeta: Calculates the present value of the swaption product.
presentValueSensitivity(List<FxPayment>, RatesProvider) - Method in class com.opengamma.strata.pricer.calculator.CashflowEquivalentTheoreticalCalculator: Computes the present value sensitivity of a list of cash flows.
presentValueSensitivity(FxNonDeliverableForwardProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNonDeliverableForwardProductPricer: Calculates the present value curve sensitivity of the NDF product.
presentValueSensitivity(FxPayment, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxPaymentPricer: Compute the present value curve sensitivity of the payment.
presentValueSensitivity(FxProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxProductPricer: Compute the present value curve sensitivity of the FX product.
presentValueSensitivity(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer: Calculates the present value sensitivity of the FX swap product.
presentValueSensitivity(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingFxResetNotionalExchangePricer
presentValueSensitivity(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingNotionalExchangePricer
presentValueSensitivity(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingRatePaymentPeriodPricer
presentValueSensitivity(PaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentEventPricer
presentValueSensitivity(PaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentPeriodPricer
presentValueSensitivity(IborFixingDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingIborFixingDepositProductPricer: Calculates the present value sensitivity of the Ibor fixing product.
presentValueSensitivity(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingTermDepositProductPricer: Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
presentValueSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer: Calculates the present value sensitivity of the FRA product.
presentValueSensitivity(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraTradePricer: Calculates the present value sensitivity of the FRA trade.
presentValueSensitivity(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer: Calculates the present value sensitivity of the Ibor future trade.
presentValueSensitivity(IborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedTradePricer: Calculates the present value sensitivity of the Ibor future option trade.
presentValueSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer: Calculates the present value sensitivity of the swap leg.
presentValueSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer: Calculates the present value sensitivity of the swap product.
presentValueSensitivity(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer: Calculates the present value sensitivity of the swap trade.
presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentEventPricer: Calculates the present value sensitivity of a single payment event.
presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentPeriodPricer: Calculates the present value sensitivity of a single payment period.
presentValueSensitivityNormalVolatility(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedTradePricer: Computes the present value sensitivity to the normal volatility used in the pricing.
presentValueSensitivityNormalVolatility(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedTradePricer: Computes the present value sensitivity to the normal volatility used in the pricing based on the price of the underlying future.
presentValueSensitivityNormalVolatility(Swaption, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionProductPricerBeta: Calculates the present value sensitivity to the implied volatility of the swaption product.
presentValueSensitivityStickyStrike(Swaption, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionProductPricerBeta: Calculates the present value sensitivity of the swaption product.
previous(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Finds the previous business day, always returning an earlier date.
previous(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
previous(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention: Calculates the previous date in the sequence after the input date.
previousOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Finds the previous business day, returning the input date if it is a business day.
price(LocalDate, ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper: Calculate present value on the specified valuation date.
price(IborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureProductPricer: Calculates the price of the Ibor future product.
price(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer: Calculates the price of the Ibor future trade.
price(IborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedTradePricer: Calculates the price of the Ibor future option trade.
price(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer: Calculates the price of the Ibor future option product.
price(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer: Calculates the price of the Ibor future option product based on the price of the underlying future.
PriceIndex - Interface in com.opengamma.strata.basics.index: An index of prices.
PriceIndexDataSets - Class in com.opengamma.strata.pricer.dataset
PriceIndexDataSets() - Constructor for class com.opengamma.strata.pricer.dataset.PriceIndexDataSets
priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
PriceIndexValues - Interface in com.opengamma.strata.market.value: Provides access to the values of a price index.
priceIndexValues(Map<PriceIndex, PriceIndexValues>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder: Sets the priceIndexValues property in the builder.
priceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta: The meta-property for the priceIndexValues property.
priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
priceIndexValues(PriceIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider: Gets the values for an Price index.
PriceIndexValuesKey - Class in com.opengamma.strata.market.key: Market data key identifying the values for an Price index.
PriceIndexValuesKey.Meta - Class in com.opengamma.strata.market.key: The meta-bean for PriceIndexValuesKey.
PriceIndices - Class in com.opengamma.strata.basics.index: Constants and implementations for standard price indices.
pricer() - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction: Returns the CDS pricer.
pricer() - Method in class com.opengamma.strata.function.calculation.rate.swap.AbstractSwapFunction: Returns the Swap pricer.
pricer() - Method in class com.opengamma.strata.function.fx.AbstractFxForwardFunction: Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.fx.AbstractFxNonDeliverableForwardFunction: Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.fx.AbstractFxSwapFunction: Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.rate.deposit.AbstractTermDepositFunction: Returns the Term Deposit pricer.
pricer() - Method in class com.opengamma.strata.function.rate.fra.AbstractFraFunction: Returns the Fra pricer.
priceSensitivity(IborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureProductPricer: Calculates the price sensitivity of the Ibor future product.
priceSensitivityNormalVolatility(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer: Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.
priceSensitivityNormalVolatility(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer: Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option based on the price of the underlying future.
priceSensitivityStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer: Calculates the price sensitivity of the Ibor future option product based on curves.
priceSensitivityStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer: Calculates the price sensitivity of the Ibor future option product based on the price of the underlying future.
PricingException - Exception in com.opengamma.strata.pricer: Exception thrown when pricing fails.
PricingException(String) - Constructor for exception com.opengamma.strata.pricer.PricingException: Creates an instance based on a message.
PricingException(String, Throwable) - Constructor for exception com.opengamma.strata.pricer.PricingException: Creates an instance based on a message and cause.
PricingRule<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config.pricing: A rule which specifies the function group and parameters that should be used to calculate the value of a measure for a target.
PricingRule.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config.pricing: The meta-bean for PricingRule.
PricingRuleBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config.pricing: Mutable builder for building instances of PricingRule.
pricingRules(PricingRules) - Method in class com.opengamma.strata.engine.CalculationRules.Builder: Sets the pricingRules property in the builder.
pricingRules() - Method in class com.opengamma.strata.engine.CalculationRules.Meta: The meta-property for the pricingRules property.
pricingRules(PricingRules) - Method in class com.opengamma.strata.engine.Column.Builder: Sets the pricingRules property in the builder.
pricingRules() - Method in class com.opengamma.strata.engine.Column.Meta: The meta-property for the pricingRules property.
PricingRules - Interface in com.opengamma.strata.engine.config.pricing: Pricing rules specify how a measure should be calculated for a target.
pricingRules() - Method in class com.opengamma.strata.function.StandardComponents: Returns pricing rules defining how to calculate the standard measures for the standard asset classes.
product(Cds) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder: Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta: The meta-property for the product property.
product(FxNonDeliverableForward) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder: Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta: The meta-property for the product property.
product(FxSwap) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder: Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta: The meta-property for the product property.
product(Fx) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder: Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta: The meta-property for the product property.
product(FxVanillaOption) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder: Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta: The meta-property for the product property.
Product - Interface in com.opengamma.strata.finance: A financial product that can be traded.
product(IborFixingDeposit) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder: Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta: The meta-property for the product property.
product(TermDeposit) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder: Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta: The meta-property for the product property.
product(Fra) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder: Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta: The meta-property for the product property.
product(Swap) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder: Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta: The meta-property for the product property.
product(Swaption) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder: Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta: The meta-property for the product property.
product(P) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder: Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.UnitSecurity.Meta: The meta-property for the product property.
PRODUCT_POLYNOMIAL - Static variable in class com.opengamma.strata.function.interpolator.CurveExtrapolators: Product polynomial extrapolator.
productId(StandardId) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder: Sets the productId property in the builder.
productId() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta: The meta-property for the productId property.
productId(StandardId) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder: Sets the productId property in the builder.
productId() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta: The meta-property for the productId property.
ProductTrade - Interface in com.opengamma.strata.finance: A trade that is directly based on a product.
productType(Class) - Method in class com.opengamma.strata.finance.SecurityLink.Builder: Sets the productType property in the builder.
productType() - Method in class com.opengamma.strata.finance.SecurityLink.Meta: The meta-property for the productType property.
PropertiesFile - Class in com.opengamma.strata.collect.io: A properties file.
property(String) - Method in class com.opengamma.strata.basics.currency.FxRate
property(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
property(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate
property(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
property(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
property(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
property(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
property(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
property(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
property(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
property(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
property(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
property(String) - Method in class com.opengamma.strata.basics.market.FxRateId
property(String) - Method in class com.opengamma.strata.basics.market.FxRateKey
property(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
property(String) - Method in class com.opengamma.strata.basics.schedule.Schedule
property(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
property(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
property(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
property(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule
property(String) - Method in class com.opengamma.strata.basics.value.ValueStep
property(String) - Method in class com.opengamma.strata.collect.id.StandardId
property(String) - Method in class com.opengamma.strata.collect.id.StandardLink
property(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange
property(String) - Method in class com.opengamma.strata.collect.result.Failure
property(String) - Method in class com.opengamma.strata.collect.result.FailureItem
property(String) - Method in class com.opengamma.strata.collect.result.Result
property(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
property(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
property(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
property(String) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
property(String) - Method in class com.opengamma.strata.collect.tuple.Pair
property(String) - Method in class com.opengamma.strata.collect.tuple.Triple
property(String) - Method in class com.opengamma.strata.engine.CalculationRules
property(String) - Method in class com.opengamma.strata.engine.calculations.CalculationResult
property(String) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
property(String) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
property(String) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
property(String) - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
property(String) - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
property(String) - Method in class com.opengamma.strata.engine.calculations.Results
property(String) - Method in class com.opengamma.strata.engine.Column
property(String) - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
property(String) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
property(String) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
property(String) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
property(String) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
property(String) - Method in class com.opengamma.strata.engine.config.FunctionConfig
property(String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
property(String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
property(String) - Method in class com.opengamma.strata.engine.config.pricing.PricingRule
property(String) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
property(String) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
property(String) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
property(String) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
property(String) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
property(String) - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
property(String) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
property(String) - Method in class com.opengamma.strata.engine.marketdata.Observables
property(String) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
property(String) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
property(String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
property(String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
property(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
property(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
property(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
property(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
property(String) - Method in class com.opengamma.strata.examples.report.TradePortfolio
property(String) - Method in class com.opengamma.strata.finance.credit.Cds
property(String) - Method in class com.opengamma.strata.finance.credit.CdsTrade
property(String) - Method in class com.opengamma.strata.finance.credit.ExpandedCds
property(String) - Method in class com.opengamma.strata.finance.credit.FeeLeg
property(String) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
property(String) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
property(String) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
property(String) - Method in class com.opengamma.strata.finance.credit.SinglePayment
property(String) - Method in class com.opengamma.strata.finance.equity.Equity
property(String) - Method in class com.opengamma.strata.finance.equity.EquityFuture
property(String) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
property(String) - Method in class com.opengamma.strata.finance.equity.EquityTrade
property(String) - Method in class com.opengamma.strata.finance.future.GenericFuture
property(String) - Method in class com.opengamma.strata.finance.future.GenericFutureOption
property(String) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
property(String) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
property(String) - Method in class com.opengamma.strata.finance.fx.ExpandedFx
property(String) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
property(String) - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
property(String) - Method in class com.opengamma.strata.finance.fx.Fx
property(String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
property(String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
property(String) - Method in class com.opengamma.strata.finance.fx.FxPayment
property(String) - Method in class com.opengamma.strata.finance.fx.FxSwap
property(String) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
property(String) - Method in class com.opengamma.strata.finance.fx.FxTrade
property(String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
property(String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
property(String) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
property(String) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
property(String) - Method in class com.opengamma.strata.finance.rate.fra.Fra
property(String) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
property(String) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
property(String) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
property(String) - Method in class com.opengamma.strata.finance.rate.future.IborFuture
property(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
property(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
property(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
property(String) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
property(String) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
property(String) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
property(String) - Method in class com.opengamma.strata.finance.rate.IborRateObservation
property(String) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
property(String) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
property(String) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
property(String) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
property(String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
property(String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
property(String) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
property(String) - Method in class com.opengamma.strata.finance.rate.swap.FxReset
property(String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
property(String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
property(String) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
property(String) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
property(String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
property(String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
property(String) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
property(String) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
property(String) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
property(String) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
property(String) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
property(String) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
property(String) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
property(String) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
property(String) - Method in class com.opengamma.strata.finance.rate.swap.Swap
property(String) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
property(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
property(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
property(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
property(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
property(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
property(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
property(String) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
property(String) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
property(String) - Method in class com.opengamma.strata.finance.SecurityLink
property(String) - Method in class com.opengamma.strata.finance.TradeInfo
property(String) - Method in class com.opengamma.strata.finance.UnitSecurity
property(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
property(String) - Method in class com.opengamma.strata.market.amount.CashFlow
property(String) - Method in class com.opengamma.strata.market.amount.CashFlows
property(String) - Method in class com.opengamma.strata.market.amount.LegAmounts
property(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
property(String) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
property(String) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
property(String) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
property(String) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
property(String) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
property(String) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
property(String) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
property(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
property(String) - Method in class com.opengamma.strata.market.curve.CurveGroup
property(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
property(String) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
property(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
property(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
property(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
property(String) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
property(String) - Method in class com.opengamma.strata.market.curve.ParRates
property(String) - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
property(String) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId
property(String) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
property(String) - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
property(String) - Method in class com.opengamma.strata.market.explain.ExplainMap
property(String) - Method in class com.opengamma.strata.market.id.CurveGroupId
property(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId
property(String) - Method in class com.opengamma.strata.market.id.IndexRateId
property(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
property(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
property(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
property(String) - Method in class com.opengamma.strata.market.id.ParRatesId
property(String) - Method in class com.opengamma.strata.market.id.QuoteId
property(String) - Method in class com.opengamma.strata.market.id.RateIndexCurveId
property(String) - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
property(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey
property(String) - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
property(String) - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
property(String) - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
property(String) - Method in class com.opengamma.strata.market.key.IndexRateKey
property(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
property(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
property(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
property(String) - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
property(String) - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
property(String) - Method in class com.opengamma.strata.market.key.QuoteKey
property(String) - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
property(String) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
property(String) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
property(String) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
property(String) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
property(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
property(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
property(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
property(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
property(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
property(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
property(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
property(String) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
property(String) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
property(String) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
property(String) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
property(String) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
property(String) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
property(String) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
property(String) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
property(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
property(String) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
property(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
property(String) - Method in class com.opengamma.strata.report.format.FormatSettings
property(String) - Method in class com.opengamma.strata.report.ReportCalculationResults
property(String) - Method in class com.opengamma.strata.report.ReportRequirements
property(String) - Method in class com.opengamma.strata.report.trade.TradeReport
property(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
property(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.id.StandardId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.CalculationRules.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.calculations.MissingMappingId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.calculations.Results.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.Column.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.examples.report.TradePortfolio.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.Cds.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.equity.Equity.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.Fx.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.SecurityLink.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.TradeInfo.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParRates.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.format.FormatSettings.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
propertyNames() - Method in class com.opengamma.strata.basics.currency.FxRate
propertyNames() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
propertyNames() - Method in class com.opengamma.strata.basics.date.AdjustableDate
propertyNames() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
propertyNames() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
propertyNames() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
propertyNames() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
propertyNames() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateId
propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateKey
propertyNames() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
propertyNames() - Method in class com.opengamma.strata.basics.schedule.Schedule
propertyNames() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
propertyNames() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
propertyNames() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
propertyNames() - Method in class com.opengamma.strata.basics.value.ValueSchedule
propertyNames() - Method in class com.opengamma.strata.basics.value.ValueStep
propertyNames() - Method in class com.opengamma.strata.collect.id.StandardId
propertyNames() - Method in class com.opengamma.strata.collect.id.StandardLink
propertyNames() - Method in class com.opengamma.strata.collect.range.LocalDateRange
propertyNames() - Method in class com.opengamma.strata.collect.result.Failure
propertyNames() - Method in class com.opengamma.strata.collect.result.FailureItem
propertyNames() - Method in class com.opengamma.strata.collect.result.Result
propertyNames() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
propertyNames() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
propertyNames() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
propertyNames() - Method in class com.opengamma.strata.collect.tuple.Pair
propertyNames() - Method in class com.opengamma.strata.collect.tuple.Triple
propertyNames() - Method in class com.opengamma.strata.engine.CalculationRules
propertyNames() - Method in class com.opengamma.strata.engine.calculations.CalculationResult
propertyNames() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
propertyNames() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
propertyNames() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
propertyNames() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
propertyNames() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
propertyNames() - Method in class com.opengamma.strata.engine.calculations.Results
propertyNames() - Method in class com.opengamma.strata.engine.Column
propertyNames() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
propertyNames() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
propertyNames() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
propertyNames() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
propertyNames() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
propertyNames() - Method in class com.opengamma.strata.engine.config.FunctionConfig
propertyNames() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
propertyNames() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
propertyNames() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.Observables
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
propertyNames() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
propertyNames() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
propertyNames() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
propertyNames() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
propertyNames() - Method in class com.opengamma.strata.examples.report.TradePortfolio
propertyNames() - Method in class com.opengamma.strata.finance.credit.Cds
propertyNames() - Method in class com.opengamma.strata.finance.credit.CdsTrade
propertyNames() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
propertyNames() - Method in class com.opengamma.strata.finance.credit.FeeLeg
propertyNames() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
propertyNames() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
propertyNames() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
propertyNames() - Method in class com.opengamma.strata.finance.credit.SinglePayment
propertyNames() - Method in class com.opengamma.strata.finance.equity.Equity
propertyNames() - Method in class com.opengamma.strata.finance.equity.EquityFuture
propertyNames() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
propertyNames() - Method in class com.opengamma.strata.finance.equity.EquityTrade
propertyNames() - Method in class com.opengamma.strata.finance.future.GenericFuture
propertyNames() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
propertyNames() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
propertyNames() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
propertyNames() - Method in class com.opengamma.strata.finance.fx.ExpandedFx
propertyNames() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
propertyNames() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
propertyNames() - Method in class com.opengamma.strata.finance.fx.Fx
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxPayment
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxSwap
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxTrade
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
propertyNames() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
propertyNames() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
propertyNames() - Method in class com.opengamma.strata.finance.rate.fra.Fra
propertyNames() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
propertyNames() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
propertyNames() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
propertyNames() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
propertyNames() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
propertyNames() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
propertyNames() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
propertyNames() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
propertyNames() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
propertyNames() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
propertyNames() - Method in class com.opengamma.strata.finance.rate.IborRateObservation
propertyNames() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
propertyNames() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
propertyNames() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
propertyNames() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.FxReset
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.Swap
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
propertyNames() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
propertyNames() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
propertyNames() - Method in class com.opengamma.strata.finance.SecurityLink
propertyNames() - Method in class com.opengamma.strata.finance.TradeInfo
propertyNames() - Method in class com.opengamma.strata.finance.UnitSecurity
propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlow
propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlows
propertyNames() - Method in class com.opengamma.strata.market.amount.LegAmounts
propertyNames() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
propertyNames() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
propertyNames() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
propertyNames() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
propertyNames() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
propertyNames() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
propertyNames() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
propertyNames() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
propertyNames() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroup
propertyNames() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
propertyNames() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
propertyNames() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
propertyNames() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
propertyNames() - Method in class com.opengamma.strata.market.curve.ParRates
propertyNames() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
propertyNames() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId
propertyNames() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
propertyNames() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
propertyNames() - Method in class com.opengamma.strata.market.explain.ExplainMap
propertyNames() - Method in class com.opengamma.strata.market.id.CurveGroupId
propertyNames() - Method in class com.opengamma.strata.market.id.DiscountCurveId
propertyNames() - Method in class com.opengamma.strata.market.id.IndexRateId
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
propertyNames() - Method in class com.opengamma.strata.market.id.ParRatesId
propertyNames() - Method in class com.opengamma.strata.market.id.QuoteId
propertyNames() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
propertyNames() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
propertyNames() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
propertyNames() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
propertyNames() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
propertyNames() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
propertyNames() - Method in class com.opengamma.strata.market.key.IndexRateKey
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
propertyNames() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
propertyNames() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
propertyNames() - Method in class com.opengamma.strata.market.key.QuoteKey
propertyNames() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
propertyNames() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
propertyNames() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
propertyNames() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
propertyNames() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
propertyNames() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
propertyNames() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
propertyNames() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
propertyNames() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
propertyNames() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
propertyNames() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
propertyNames() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
propertyNames() - Method in class com.opengamma.strata.report.format.FormatSettings
propertyNames() - Method in class com.opengamma.strata.report.ReportCalculationResults
propertyNames() - Method in class com.opengamma.strata.report.ReportRequirements
propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReport
propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.id.StandardId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
PropertySet - Class in com.opengamma.strata.collect.io: A map of key-value properties.
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.CalculationRules.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.calculations.MissingMappingId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.calculations.Results.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.Column.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.examples.report.TradePortfolio.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.Cds.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.equity.Equity.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.Fx.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.SecurityLink.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.TradeInfo.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParRates.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.format.FormatSettings.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
PT - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'PT' - Portugal.
publicationDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder: Sets the publicationDateOffset property in the builder.
publicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta: The meta-property for the publicationDateOffset property.
publicationFrequency(Frequency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder: Sets the publicationFrequency property in the builder.
publicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta: The meta-property for the publicationFrequency property.
put(LocalDate, double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder: Puts the specified date/value point into this builder.
put(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder: Puts the specified date/value point into this builder.
put(ExplainKey<R>, R) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder: Puts a single value into the map.
putAll(Collection<LocalDate>, Collection<Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder: Puts all the specified dates and values into this builder.
putAll(Stream<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder: Puts all the specified points into this builder.
putAll(List<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder: Puts all the specified points into this builder.
putAll(LocalDateDoubleTimeSeriesBuilder) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder: Puts the contents of the specified builder into this builder.
putAll(Map<LocalDate, Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder: Puts all the entries from the supplied map into this builder.
PutCall - Enum in com.opengamma.strata.basics: Flag indicating whether a trade is "put" or "call".
putCall(PutCall) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder: Sets the putCall property in the builder.
putCall() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta: The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder: Sets the putCall property in the builder.
putCall() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta: The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder: Sets the putCall property in the builder.
putCall() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta: The meta-property for the putCall property.
PV01 - Static variable in class com.opengamma.strata.engine.config.Measure: Measure representing the PV01 of the calculation target.
pvbp(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer: Computes the Present Value of a Basis Point for a fixed swap leg.
pvbpSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer: Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.

Q

QUADRATIC_LEFT - Static variable in class com.opengamma.strata.function.interpolator.CurveExtrapolators: Quadratic left extrapolator.
quantity(long) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder: Sets the quantity property in the builder.
quantity() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta: The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder: Sets the quantity property in the builder.
quantity() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta: The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder: Sets the quantity property in the builder.
quantity() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta: The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder: Sets the quantity property in the builder.
quantity() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta: The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder: Sets the quantity property in the builder.
quantity() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta: The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder: Sets the quantity property in the builder.
quantity() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta: The meta-property for the quantity property.
QuoteId - Class in com.opengamma.strata.market.id: The ID of a market quote.
QuoteId.Meta - Class in com.opengamma.strata.market.id: The meta-bean for QuoteId.
QuoteKey - Class in com.opengamma.strata.market.key: Market data key identifying the current and historical values of a market identifier.
QuoteKey.Meta - Class in com.opengamma.strata.market.key: The meta-bean for QuoteKey.
QuotesCsvLoader - Class in com.opengamma.strata.examples.marketdata: Loads a set of quotes into memory by reading from CSV resources.

R

rate() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta: The meta-property for the rate property.
rate(double) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder: Sets the rate property in the builder.
rate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta: The meta-property for the rate property.
rate(double) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder: Sets the rate property in the builder.
rate() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta: The meta-property for the rate property.
rate(double) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder: Sets the rate property in the builder.
rate() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Meta: The meta-property for the rate property.
rate(ValueSchedule) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder: Sets the rate property in the builder.
rate() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta: The meta-property for the rate property.
rate(Currency, LocalDate) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
rate(LocalDate) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
rate(LocalDate) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
rate(Currency, LocalDate) - Method in interface com.opengamma.strata.market.value.FxIndexRates: Gets the historic or forward rate at the specified fixing date.
rate(LocalDate) - Method in interface com.opengamma.strata.market.value.IborIndexRates: Gets the historic or forward rate at the specified fixing date.
rate(LocalDate) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates: Gets the historic or forward rate at the specified fixing date.
rate(OvernightAveragedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateObservationFn
rate(RateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.DispatchingRateObservationFn
rate(IborAveragedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateObservationFn
rate(IborInterpolatedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateObservationFn
rate(IborRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborRateObservationFn
rate(InflationInterpolatedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateObservationFn
rate(InflationMonthlyRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateObservationFn
rate(OvernightAveragedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateObservationFn
rate(OvernightCompoundedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateObservationFn
rate(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn: Determines the applicable rate for the observation.
RateAccrualPeriod - Class in com.opengamma.strata.finance.rate.swap: A period over which a fixed or floating rate is accrued.
RateAccrualPeriod.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for RateAccrualPeriod.
RateAccrualPeriod.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for RateAccrualPeriod.
RateCalculation - Interface in com.opengamma.strata.finance.rate.swap: The accrual calculation part of an interest rate swap leg.
RateCalculationSwapLeg - Class in com.opengamma.strata.finance.rate.swap: A rate swap leg defined using a parameterized schedule and calculation.
RateCalculationSwapLeg.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for RateCalculationSwapLeg.
RateCalculationSwapLeg.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for RateCalculationSwapLeg.
RateCurveCurrencyFilter - Class in com.opengamma.strata.function.marketdata.scenarios.curves: A market data filter which matches rate curves with a specific currency.
RateCurveCurrencyFilter.Builder - Class in com.opengamma.strata.function.marketdata.scenarios.curves: The bean-builder for RateCurveCurrencyFilter.
RateCurveCurrencyFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves: The meta-bean for RateCurveCurrencyFilter.
RateCurveId - Interface in com.opengamma.strata.market.id: Market data ID identifying a rates curve.
rateCutOffDays(int) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder: Sets the rateCutOffDays property in the builder.
rateCutOffDays() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta: The meta-property for the rateCutOffDays property.
rateCutOffDays(int) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder: Sets the rateCutOffDays property in the builder.
rateCutOffDays() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta: The meta-property for the rateCutOffDays property.
rateCutOffDays(int) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder: Sets the rateCutOffDays property in the builder.
rateCutOffDays() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta: The meta-property for the rateCutOffDays property.
RateIndex - Interface in com.opengamma.strata.basics.index: A index of interest rates, such as an Overnight or Inter-Bank rate.
RateIndexCurveId - Class in com.opengamma.strata.market.id: A market data ID identifying the forward curve for an Index.
RateIndexCurveId.Meta - Class in com.opengamma.strata.market.id: The meta-bean for RateIndexCurveId.
RateIndexCurveKey - Class in com.opengamma.strata.market.key: Market data key identifying the forward curve for an index.
RateIndexCurveKey.Meta - Class in com.opengamma.strata.market.key: The meta-bean for RateIndexCurveKey.
RateIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping: Market data mapping that accepts a RateIndexCurveKey and returns a RateIndexCurveId with the name of the curve group that is the source of the curve.
RateIndexCurveMapping.Builder - Class in com.opengamma.strata.function.marketdata.mapping: The bean-builder for RateIndexCurveMapping.
RateIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping: The meta-bean for RateIndexCurveMapping.
RateIndexCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve: Market data function that builds a Curve representing the forward curve of an index.
RateIndexCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.RateIndexCurveMarketDataFunction
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder: Sets the rateKey property in the builder.
rateKey() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta: The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder: Sets the rateKey property in the builder.
rateKey() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta: The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder: Sets the rateKey property in the builder.
rateKey() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta: The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder: Sets the rateKey property in the builder.
rateKey() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta: The meta-property for the rateKey property.
RateObservation - Interface in com.opengamma.strata.finance.rate: Defines a mechanism for observing an interest rate.
rateObservation(RateObservation) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder: Sets the rateObservation property in the builder.
rateObservation() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta: The meta-property for the rateObservation property.
RateObservationFn<T extends RateObservation> - Interface in com.opengamma.strata.pricer.rate: Observes a rate from an index.
RatePaymentPeriod - Class in com.opengamma.strata.finance.rate.swap: A period over which a rate of interest is paid.
RatePaymentPeriod.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for RatePaymentPeriod.
RatePaymentPeriod.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for RatePaymentPeriod.
RatePeriodSwapLeg - Class in com.opengamma.strata.finance.rate.swap: A rate swap leg defined using payment and accrual periods.
RatePeriodSwapLeg.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for RatePeriodSwapLeg.
RatePeriodSwapLeg.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for RatePeriodSwapLeg.
ratePointSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
ratePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
ratePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
ratePointSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.market.value.FxIndexRates: Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
ratePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.value.IborIndexRates: Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
ratePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates: Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
rates(Map<ObservableId, Double>) - Method in class com.opengamma.strata.market.curve.ParRates.Builder: Sets the rates property in the builder.
rates() - Method in class com.opengamma.strata.market.curve.ParRates.Meta: The meta-property for the rates property.
RatesCurvesCsvLoader - Class in com.opengamma.strata.examples.marketdata.curve: Loads a set of rates curves into memory by reading from CSV resources.
rateSensitivity(OvernightAveragedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateObservationFn
rateSensitivity(RateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.DispatchingRateObservationFn
rateSensitivity(IborAveragedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateObservationFn
rateSensitivity(IborInterpolatedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateObservationFn
rateSensitivity(IborRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborRateObservationFn
rateSensitivity(InflationInterpolatedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateObservationFn
rateSensitivity(InflationMonthlyRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateObservationFn
rateSensitivity(OvernightAveragedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateObservationFn
rateSensitivity(OvernightCompoundedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateObservationFn
rateSensitivity(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn: Determines the point sensitivity for the rate observation.
RatesFiniteDifferenceSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity: Computes the curve parameter sensitivity by finite difference.
RatesFiniteDifferenceSensitivityCalculator(double) - Constructor for class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator: Create an instance of the finite difference calculator.
RatesProvider - Interface in com.opengamma.strata.pricer.rate: A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
reason() - Method in class com.opengamma.strata.collect.result.Failure.Meta: The meta-property for the reason property.
reason() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta: The meta-property for the reason property.
receiveLegCurrency() - Static method in interface com.opengamma.strata.engine.config.ReportingRules: Returns a rule that uses the target's receive leg currency as the reporting currency.
RECIPROCAL - Static variable in class com.opengamma.strata.function.interpolator.CurveExtrapolators: Reciprocal extrapolator.
recoveryRate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta: The meta-property for the recoveryRate property.
referenceCurrency(Currency) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder: Sets the referenceCurrency property in the builder.
referenceCurrency() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta: The meta-property for the referenceCurrency property.
referenceCurrency(Currency) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder: Sets the referenceCurrency property in the builder.
referenceCurrency() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta: The meta-property for the referenceCurrency property.
referenceCurrency(Currency) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder: Sets the referenceCurrency property in the builder.
referenceCurrency() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta: The meta-property for the referenceCurrency property.
referenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta: The meta-property for the referenceCurrency property.
referenceEndInterpolationMonth(YearMonth) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder: Sets the referenceEndInterpolationMonth property in the builder.
referenceEndInterpolationMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta: The meta-property for the referenceEndInterpolationMonth property.
referenceEndMonth(YearMonth) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder: Sets the referenceEndMonth property in the builder.
referenceEndMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta: The meta-property for the referenceEndMonth property.
referenceEndMonth(YearMonth) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder: Sets the referenceEndMonth property in the builder.
referenceEndMonth() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta: The meta-property for the referenceEndMonth property.
referenceEntityId(StandardId) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder: Sets the referenceEntityId property in the builder.
referenceEntityId() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta: The meta-property for the referenceEntityId property.
referenceInformation(ReferenceInformation) - Method in class com.opengamma.strata.finance.credit.Cds.Builder: Sets the referenceInformation property in the builder.
referenceInformation() - Method in class com.opengamma.strata.finance.credit.Cds.Meta: The meta-property for the referenceInformation property.
ReferenceInformation - Interface in com.opengamma.strata.finance.credit: Identifies the reference that credit protection applies to.
referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId.Meta: The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId.Meta: The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey.Meta: The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey.Meta: The meta-property for the referenceInformation property.
ReferenceInformationType - Enum in com.opengamma.strata.finance.credit: Defines the type of the CDS underlying that protection applies to.
referenceMonth() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta: The meta-property for the referenceMonth property.
referenceStartInterpolationMonth(YearMonth) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder: Sets the referenceStartInterpolationMonth property in the builder.
referenceStartInterpolationMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta: The meta-property for the referenceStartInterpolationMonth property.
referenceStartMonth(YearMonth) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder: Sets the referenceStartMonth property in the builder.
referenceStartMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta: The meta-property for the referenceStartMonth property.
referenceStartMonth(YearMonth) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder: Sets the referenceStartMonth property in the builder.
referenceStartMonth() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta: The meta-property for the referenceStartMonth property.
region(Country) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder: Sets the region property in the builder.
region() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta: The meta-property for the region property.
relative(double) - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift: Creates a shift that multiplies the values at each curve node by a scaling factor.
relative(Curve, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve: Returns a curve based on an underlying curve with a scaling applied to the Y values.
relativeTolerance(double) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder: Sets the relativeTolerance property in the builder.
relativeTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta: The meta-property for the relativeTolerance property.
relativeYearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount: Gets the relative year fraction between the specified dates.
relativeYearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount: Gets the relative year fraction between the specified dates.
relativeYearFraction(ZonedDateTime) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
relativeYearFraction(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.provider.NormalVolatilitySwaptionProvider: Converts a time and date to a relative year fraction.
relativeYearFraction(LocalDate, LocalTime, ZoneId) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
relativeYearFraction(LocalDate, LocalTime, ZoneId) - Method in interface com.opengamma.strata.pricer.rate.future.NormalVolatilityIborFutureProvider: Converts a date to a relative year fraction.
Report - Interface in com.opengamma.strata.report: Represents a business report.
ReportCalculationResults - Class in com.opengamma.strata.report: Stores a set of engine calculation results along with the context required to run reports.
ReportCalculationResults(ReportCalculationResults.Builder) - Constructor for class com.opengamma.strata.report.ReportCalculationResults: Restricted constructor.
ReportCalculationResults.Builder - Class in com.opengamma.strata.report: The bean-builder for ReportCalculationResults.
ReportCalculationResults.Meta - Class in com.opengamma.strata.report: The meta-bean for ReportCalculationResults.
ReportFormatter<R extends Report> - Class in com.opengamma.strata.report.format: Common base class for formatting reports into ASCII tables or CSV format.
ReportFormatter(FormatSettings) - Constructor for class com.opengamma.strata.report.format.ReportFormatter
reportingCurrency(CalculationTarget) - Method in interface com.opengamma.strata.engine.config.ReportingRules: Returns the currency which should be used when reporting calculation results for the target.
reportingRules(ReportingRules) - Method in class com.opengamma.strata.engine.CalculationRules.Builder: Sets the reportingRules property in the builder.
reportingRules() - Method in class com.opengamma.strata.engine.CalculationRules.Meta: The meta-property for the reportingRules property.
reportingRules(ReportingRules) - Method in class com.opengamma.strata.engine.Column.Builder: Sets the reportingRules property in the builder.
reportingRules() - Method in class com.opengamma.strata.engine.Column.Meta: The meta-property for the reportingRules property.
reportingRules(ReportingRules) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder: Sets the reportingRules property in the builder.
reportingRules() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta: The meta-property for the reportingRules property.
ReportingRules - Interface in com.opengamma.strata.engine.config: A set of rules that decide how calculation results should be reported.
ReportOutputFormat - Enum in com.opengamma.strata.report.format: Enumerates the report output formats.
ReportOutputFormatParameterConverter - Class in com.opengamma.strata.examples.report: Parameter converter for ReportOutputFormat.
ReportOutputFormatParameterConverter() - Constructor for class com.opengamma.strata.examples.report.ReportOutputFormatParameterConverter
ReportRequirements - Class in com.opengamma.strata.report: Describes the requirements for a report to be run in terms of trade-level measures that can be separately obtained by the calculation engine.
ReportRequirements(ReportRequirements.Builder) - Constructor for class com.opengamma.strata.report.ReportRequirements: Restricted constructor.
ReportRequirements.Builder - Class in com.opengamma.strata.report: The bean-builder for ReportRequirements.
ReportRequirements.Meta - Class in com.opengamma.strata.report: The meta-bean for ReportRequirements.
ReportRunner<T extends ReportTemplate> - Interface in com.opengamma.strata.report: Runs a report for a specific template type.
ReportRunnerTool - Class in com.opengamma.strata.examples.report: Tool for running a report from the command line.
ReportRunnerTool() - Constructor for class com.opengamma.strata.examples.report.ReportRunnerTool
ReportTemplate - Interface in com.opengamma.strata.report: Marker interface for report templates.
ReportTemplateIniLoader<T extends ReportTemplate> - Interface in com.opengamma.strata.report: Loads a report template from an ini-based file format.
ReportTemplateParameterConverter - Class in com.opengamma.strata.examples.report: Parameter converter for ReportTemplate.
ReportTemplateParameterConverter() - Constructor for class com.opengamma.strata.examples.report.ReportTemplateParameterConverter
requirements() - Method in class com.opengamma.strata.engine.calculations.CalculationTask: Returns requirements specifying the market data the function needs to perform its calculations.
requirements(T) - Method in interface com.opengamma.strata.engine.calculations.function.CalculationFunction: Returns requirements specifying the market data the function needs to perform its calculations.
requirements(CalculationTarget) - Method in class com.opengamma.strata.engine.config.MissingConfigCalculationFunction
requirements(I, MarketDataConfig) - Method in interface com.opengamma.strata.engine.marketdata.functions.MarketDataFunction: Returns requirements representing the data needed to build the item of market data identified by the ID.
requirements(MissingMappingId, MarketDataConfig) - Method in class com.opengamma.strata.engine.marketdata.functions.MissingMappingMarketDataFunction
requirements(MarketDataId, MarketDataConfig) - Method in class com.opengamma.strata.engine.marketdata.NoMatchingRulesMarketDataFunction
requirements(CdsTrade) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
requirements(GenericFutureTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
requirements(GenericFutureOptionTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
requirements(SwapTrade) - Method in class com.opengamma.strata.function.calculation.rate.swap.AbstractSwapFunction
requirements(FxTrade) - Method in class com.opengamma.strata.function.fx.AbstractFxForwardFunction
requirements(FxNonDeliverableForwardTrade) - Method in class com.opengamma.strata.function.fx.AbstractFxNonDeliverableForwardFunction
requirements(FxSwapTrade) - Method in class com.opengamma.strata.function.fx.AbstractFxSwapFunction
requirements(CurveGroupId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
requirements(DiscountCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.DiscountingCurveMarketDataFunction
requirements(ParRatesId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.ParRatesMarketDataFunction
requirements(RateIndexCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.RateIndexCurveMarketDataFunction
requirements(ZeroRateDiscountFactorsId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.ZeroRateDiscountFactorsMarketDataFunction
requirements(TermDepositTrade) - Method in class com.opengamma.strata.function.rate.deposit.AbstractTermDepositFunction
requirements(FraTrade) - Method in class com.opengamma.strata.function.rate.fra.AbstractFraFunction
requirements(SwapTrade) - Method in class com.opengamma.strata.function.rate.swap.SwapAccruedInterestFunction
requirements(SwapTrade) - Method in class com.opengamma.strata.function.rate.swap.SwapLegNotionalFunction
requirements() - Method in interface com.opengamma.strata.market.curve.config.CurveNode: Returns requirements for the market data needed to build a trade representing the instrument at the node.
requirements() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
requirements() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
requirements() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
requirements() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
requirements(CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
requirements(T) - Method in interface com.opengamma.strata.report.ReportRunner: Gets a description of the requirements to run a report for the given template.
requirements(TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner
RESET_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The list of reset periods.
resetFrequency(Frequency) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder: Sets the resetFrequency property in the builder.
resetFrequency() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta: The meta-property for the resetFrequency property.
resetPeriods(ResetSchedule) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder: Sets the resetPeriods property in the builder.
resetPeriods() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta: The meta-property for the resetPeriods property.
ResetSchedule - Class in com.opengamma.strata.finance.rate.swap: Defines the schedule of fixing dates relative to the accrual periods.
ResetSchedule.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for ResetSchedule.
ResetSchedule.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for ResetSchedule.
Resolvable<T> - Interface in com.opengamma.strata.collect.id: Provides a mechanism to resolve links within an object graph.
resolvable(StandardId, Class<R>) - Static method in class com.opengamma.strata.collect.id.StandardLink: Create a resolvable link for the specified identifier and type.
resolvable(StandardId, Class<R>) - Static method in class com.opengamma.strata.finance.SecurityLink: Create a resolvable link for the specified identifier and product type.
resolve(LinkResolver) - Method in interface com.opengamma.strata.collect.id.Link: Resolves this link using the specified resolver.
resolve(StandardId, Class<T>) - Method in interface com.opengamma.strata.collect.id.LinkResolver: Resolves the supplied link, returning the realized target of the link.
resolve(StandardId, TypeToken<T>) - Method in interface com.opengamma.strata.collect.id.LinkResolver: Resolves the supplied link, returning the realized target of the link.
resolve(LinkResolver) - Method in class com.opengamma.strata.collect.id.StandardLink: Resolves this link using the specified resolver.
resolve(LinkResolver) - Method in class com.opengamma.strata.finance.SecurityLink: Resolves this link using the specified resolver.
resolved(R) - Static method in class com.opengamma.strata.collect.id.StandardLink: Create a link with the link target embedded directly.
resolved(Security<R>) - Static method in class com.opengamma.strata.finance.SecurityLink: Create a link with the security embedded directly.
resolvedTarget() - Method in class com.opengamma.strata.finance.SecurityLink: Returns the target, throwing an exception if the link is not resolved.
resolveLinks(LinkResolver) - Method in interface com.opengamma.strata.collect.id.Resolvable: Resolves all links in the object graph.
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.collect.id.StandardLink: Resolves this link, and any links that the target contains, using the specified resolver.
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.equity.EquityTrade
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.future.GenericFutureOption
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.SecurityLink: Resolves this link, and any links that the security contains, using the specified resolver.
resolveLinks(LinkResolver) - Method in interface com.opengamma.strata.finance.SecurityTrade: Returns a trade where all links have been resolved.
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.UnitSecurity: Resolves all links in this security, returning a fully resolved security.
resolveLinksIn(B) - Method in interface com.opengamma.strata.collect.id.LinkResolver: Resolves all the links within the specified bean.
resolveLinksIn(B, T, Function<T, B>) - Method in interface com.opengamma.strata.collect.id.LinkResolver: Resolves all the links within one property of a bean.
resolveValues(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.value.ValueSchedule: Resolves the value and adjustments against a specific schedule.
ResourceLocator - Class in com.opengamma.strata.collect.io: A locator for a resource, specified as a file or classpath resource.
RestructuringClause - Enum in com.opengamma.strata.finance.credit: Specifies the form of the restructuring credit event that is applicable to the credit default swap.
restructuringClause(RestructuringClause) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder: Sets the restructuringClause property in the builder.
restructuringClause() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta: The meta-property for the restructuringClause property.
Result<T> - Class in com.opengamma.strata.collect.result: An immutable calculation result.
result() - Method in class com.opengamma.strata.engine.calculations.AggregatingCalculationListener: Returns the aggregate result of the calculations, blocking until it is available.
result(Result<?>) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder: Sets the result property in the builder.
result() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta: The meta-property for the result property.
Result.Meta<T> - Class in com.opengamma.strata.collect.result: The meta-bean for Result.
resultReceived(CalculationResult) - Method in class com.opengamma.strata.engine.calculations.AggregatingCalculationListener
resultReceived(CalculationResult) - Method in interface com.opengamma.strata.engine.calculations.CalculationListener: Invoked when a calculation completes.
results(List<T>) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder: Sets the results property in the builder.
results(T...) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder: Sets the results property in the builder from an array of objects.
results() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Meta: The meta-property for the results property.
Results - Class in com.opengamma.strata.engine.calculations: Results of performing calculations for a set of targets over a set of scenarios.
Results.Builder - Class in com.opengamma.strata.engine.calculations: The bean-builder for Results.
Results.Meta - Class in com.opengamma.strata.engine.calculations: The meta-bean for Results.
rightExtrapolator(CurveExtrapolator) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder: Sets the rightExtrapolator property in the builder.
rightExtrapolator() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta: The meta-property for the rightExtrapolator property.
rightExtrapolator(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder: Sets the rightExtrapolator property in the builder.
rightExtrapolator() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta: The meta-property for the rightExtrapolator property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder: Sets the rollConvention property in the builder.
rollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta: The meta-property for the rollConvention property.
RollConvention - Interface in com.opengamma.strata.basics.schedule: A convention defining how to roll dates.
rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder: Sets the rollConvention property in the builder.
rollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta: The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder: Sets the rollConvention property in the builder.
rollConvention() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta: The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder: Sets the rollConvention property in the builder.
rollConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta: The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder: Sets the rollConvention property in the builder.
rollConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta: The meta-property for the rollConvention property.
RollConventions - Class in com.opengamma.strata.basics.schedule: Constants and implementations for standard roll conventions.
RON - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'RON' - Romanian New Leu.
RootFinderConfig - Class in com.opengamma.strata.function.marketdata.curve: Configuration for the root finder used when calibrating curves.
RootFinderConfig.Builder - Class in com.opengamma.strata.function.marketdata.curve: The bean-builder for RootFinderConfig.
RootFinderConfig.Meta - Class in com.opengamma.strata.function.marketdata.curve: The meta-bean for RootFinderConfig.
round(double) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
round(BigDecimal) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
round(double) - Method in interface com.opengamma.strata.basics.value.Rounding: Rounds the specified value according to the rules of the convention.
round(BigDecimal) - Method in interface com.opengamma.strata.basics.value.Rounding: Rounds the specified value according to the rules of the convention.
Rounding - Interface in com.opengamma.strata.basics.value: A convention defining how to round a number.
rounding(Rounding) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder: Sets the rounding property in the builder.
rounding() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta: The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder: Sets the rounding property in the builder.
rounding() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta: The meta-property for the rounding property.
rowCount(int) - Method in class com.opengamma.strata.engine.calculations.Results.Builder: Sets the rowCount property in the builder.
rowCount() - Method in class com.opengamma.strata.engine.calculations.Results.Meta: The meta-property for the rowCount property.
rowIndex(int) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder: Sets the rowIndex property in the builder.
rowIndex() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta: The meta-property for the rowIndex property.
rowIndex(int) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder: Sets the rowIndex property in the builder.
rowIndex() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta: The meta-property for the rowIndex property.
RU - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'RU' = Russia.
RUB - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'RUB' - Russian Ruble.
rules(List<MarketDataRule>) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder: Sets the rules property in the builder.
rules(MarketDataRule...) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder: Sets the rules property in the builder from an array of objects.
rules() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Meta: The meta-property for the rules property.
rules(List<PricingRule<?>>) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder: Sets the rules property in the builder.
rules() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Meta: The meta-property for the rules property.
rules() - Method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder: Gets the market data rules to use with this environment.
run() - Method in interface com.opengamma.strata.collect.function.CheckedRunnable: Performs an action.
runInstant(Instant) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder: Sets the runInstant property in the builder.
runInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta: The meta-property for the runInstant property.
runInstant(Instant) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder: Sets the runInstant property in the builder.
runInstant() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta: The meta-property for the runInstant property.
runnable(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked: Converts checked exceptions to unchecked based on the Runnable interface.
runReport(ReportCalculationResults, CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
runReport(ReportCalculationResults, T) - Method in interface com.opengamma.strata.report.ReportRunner: Runs a report from a set of calculation results.
runReport(ReportCalculationResults, TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner

S

SA - Static variable in class com.opengamma.strata.basics.location.Country: The country 'SA' - Saudi Arabia.
SAR - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'SAR' - Saudi Riyal.
SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars: An instance declaring all days as business days except Saturday/Sunday weekends.
scalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta: The meta-property for the scalingFactor property.
scenarioCount() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta: The meta-property for the scenarioCount property.
ScenarioDefinition - Class in com.opengamma.strata.engine.marketdata.scenarios: A scenario definition defines how to create multiple sets of market data for running calculations over a set of scenarios.
ScenarioDefinition.Builder - Class in com.opengamma.strata.engine.marketdata.scenarios: The bean-builder for ScenarioDefinition.
ScenarioDefinition.Meta - Class in com.opengamma.strata.engine.marketdata.scenarios: The meta-bean for ScenarioDefinition.
ScenarioMarketData - Class in com.opengamma.strata.engine.marketdata: A set of market data used for performing calculations across a set of scenarios.
ScenarioMarketData.Meta - Class in com.opengamma.strata.engine.marketdata: The meta-bean for ScenarioMarketData.
ScenarioMarketDataBuilder - Class in com.opengamma.strata.engine.marketdata: A mutable builder for building an instance of ScenarioMarketData.
ScenarioMarketDataResult - Class in com.opengamma.strata.engine.marketdata: The result of building a set of scenario market data, containing the successfully built data and details of any data that could not be built.
ScenarioMarketDataResult.Builder - Class in com.opengamma.strata.engine.marketdata: The bean-builder for ScenarioMarketDataResult.
ScenarioMarketDataResult.Meta - Class in com.opengamma.strata.engine.marketdata: The meta-bean for ScenarioMarketDataResult.
scenarioNames(List<String>) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder: Sets the scenarioNames property in the builder.
scenarioNames(String...) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder: Sets the scenarioNames property in the builder from an array of objects.
scenarioNames() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta: The meta-property for the scenarioNames property.
ScenarioResult<T> - Interface in com.opengamma.strata.engine.calculations.function.result: A container for multiple results produced by performing a single calculation across multiple scenarios.
Schedule - Class in com.opengamma.strata.basics.schedule: A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.
Schedule.Builder - Class in com.opengamma.strata.basics.schedule: The bean-builder for Schedule.
Schedule.Meta - Class in com.opengamma.strata.basics.schedule: The meta-bean for Schedule.
ScheduleException - Exception in com.opengamma.strata.basics.schedule: Exception thrown when a schedule cannot be calculated.
ScheduleException(String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException: Creates an instance.
ScheduleException(PeriodicSchedule, String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException: Creates an instance, specifying the definition that caused the problem.
ScheduleGui - Class in com.opengamma.strata.examples.basics: A simple GUI demonstration of schedule generation.
ScheduleGui() - Constructor for class com.opengamma.strata.examples.basics.ScheduleGui
SchedulePeriod - Class in com.opengamma.strata.basics.schedule: A period in a schedule.
SchedulePeriod.Builder - Class in com.opengamma.strata.basics.schedule: The bean-builder for SchedulePeriod.
SchedulePeriod.Meta - Class in com.opengamma.strata.basics.schedule: The meta-bean for SchedulePeriod.
scheme() - Method in class com.opengamma.strata.collect.id.StandardId.Meta: The meta-property for the scheme property.
SE - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'SE' - Sweden.
seasonality() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta: The meta-property for the seasonality property.
second() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta: The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta: The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta: The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta: The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta: The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta: The meta-property for the second property.
Security - Interface in com.opengamma.strata.finance: A single security.
securityLink(SecurityLink<EquityFuture>) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder: Sets the securityLink property in the builder.
securityLink() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta: The meta-property for the securityLink property.
securityLink(SecurityLink<Equity>) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder: Sets the securityLink property in the builder.
securityLink() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta: The meta-property for the securityLink property.
securityLink(SecurityLink<GenericFutureOption>) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder: Sets the securityLink property in the builder.
securityLink() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta: The meta-property for the securityLink property.
securityLink(SecurityLink<GenericFuture>) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder: Sets the securityLink property in the builder.
securityLink() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta: The meta-property for the securityLink property.
securityLink(SecurityLink<IborFutureOption>) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder: Sets the securityLink property in the builder.
securityLink() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta: The meta-property for the securityLink property.
securityLink(SecurityLink<IborFuture>) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder: Sets the securityLink property in the builder.
securityLink() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta: The meta-property for the securityLink property.
SecurityLink - Class in com.opengamma.strata.finance: A link to a security.
SecurityLink.Builder - Class in com.opengamma.strata.finance: The bean-builder for SecurityLink.
SecurityLink.Meta - Class in com.opengamma.strata.finance: The meta-bean for SecurityLink.
SecurityTrade - Interface in com.opengamma.strata.finance: A trade that is directly based on a security.
SEK - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'SEK' - Swedish Krona.
seniority(SeniorityLevel) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder: Sets the seniority property in the builder.
seniority() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta: The meta-property for the seniority property.
SeniorityLevel - Enum in com.opengamma.strata.finance.credit: Specifies the repayment precedence of a debt instrument.
sensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities.Meta: The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities.Meta: The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta: The meta-property for the sensitivities property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta: The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta: The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta: The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta: The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta: The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta: The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta: The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta: The meta-property for the sensitivity property.
sensitivity(ImmutableRatesProvider, Function<ImmutableRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator: Computes the first order sensitivities of a function of a RatesProvider to a double by finite difference.
sensitivity() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta: The meta-property for the sensitivity property.
serializeCompact(TradePortfolio) - Static method in class com.opengamma.strata.examples.finance.CdsTradeExample
serializePretty(TradePortfolio) - Static method in class com.opengamma.strata.examples.finance.CdsTradeExample
set(String, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
set(String, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
set(String, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
set(String, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.Column.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.Column.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
set(String, Object) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
set(String, Object) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.equity.Equity.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.equity.Equity.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
set(String, Object) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
set(String, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
set(String, Object) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
set(String, Object) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
set(String, Object) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
set(String, Object) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
set(String, Object) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
set(String, Object) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
set(String, Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
set(String, Object) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
set(String, Object) - Method in class com.opengamma.strata.market.curve.ParRates.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ParRates.Builder
set(String, Object) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
set(String, Object) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
set(String, Object) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
set(String, Object) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
set(String, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
set(String, Object) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
set(String, Object) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
set(String, Object) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.Column.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.equity.Equity.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.ParRates.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
setString(String, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
setString(String, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
setString(String, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
setString(String, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
setString(String, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
setString(String, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
setString(String, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.Column.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.Column.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
setString(String, String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
setString(String, String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.equity.Equity.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.equity.Equity.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
setString(String, String) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
setString(String, String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
setString(String, String) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
setString(String, String) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
setString(String, String) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
setString(String, String) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
setString(String, String) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
setString(String, String) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
setString(String, String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
setString(String, String) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
setString(String, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
setString(String, String) - Method in class com.opengamma.strata.market.curve.ParRates.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.ParRates.Builder
setString(String, String) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
setString(String, String) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
setString(String, String) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
setString(String, String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
setString(String, String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
setString(String, String) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
setString(String, String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
setString(String, String) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
SETTINGS_REPORT_TYPE - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader: The report type property name, in the settings section.
SETTINGS_SECTION - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader: The settings section name.
settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder: Sets the settlementCurrencyNotional property in the builder.
settlementCurrencyNotional() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta: The meta-property for the settlementCurrencyNotional property.
settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder: Sets the settlementCurrencyNotional property in the builder.
settlementCurrencyNotional() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta: The meta-property for the settlementCurrencyNotional property.
settlementDate(LocalDate) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder: Sets the settlementDate property in the builder.
settlementDate() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta: The meta-property for the settlementDate property.
settlementDate(LocalDate) - Method in class com.opengamma.strata.finance.TradeInfo.Builder: Sets the settlementDate property in the builder.
settlementDate() - Method in class com.opengamma.strata.finance.TradeInfo.Meta: The meta-property for the settlementDate property.
SFE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions: The 'SFE' roll convention which adjusts the date to the second Friday.
SG - Static variable in class com.opengamma.strata.basics.location.Country: The country 'SG' - Singapore.
SGD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'SGD' - Singapore Dollar.
shift(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar: Shifts the date by the specified number of business days.
shift(LocalDate, int) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
shiftAmount() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta: The meta-property for the shiftAmount property.
shiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta: The meta-property for the shiftAmount property.
shiftedBy(DoubleBinaryOperator) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
shiftedBy(DoubleBinaryOperator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
shiftedBy(DoubleBinaryOperator) - Method in interface com.opengamma.strata.market.curve.NodalCurve: Returns a new curve for which each of the parameters has been shifted.
shiftedBy(List<ValueAdjustment>) - Method in interface com.opengamma.strata.market.curve.NodalCurve: Returns a new curve for which each of the parameters has been shifted.
shifts() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta: The meta-property for the shifts property.
shiftType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta: The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta: The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta: The meta-property for the shiftType property.
ShiftType - Enum in com.opengamma.strata.market.curve: Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.
shortIndex(IborIndex) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder: Sets the shortIndex property in the builder.
shortIndex() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta: The meta-property for the shortIndex property.
SimpleCurveNodeMetadata - Class in com.opengamma.strata.market.curve: Simple curve node metadata that defines a date and label.
SimpleCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve: The meta-bean for SimpleCurveNodeMetadata.
SimpleDiscountFactors - Class in com.opengamma.strata.market.value: Provides access to discount factors for a currency based on a discount factor curve.
SimpleDiscountFactors.Meta - Class in com.opengamma.strata.market.value: The meta-bean for SimpleDiscountFactors.
SimpleMarketDataKey<T> - Interface in com.opengamma.strata.basics.market: Interface for market data keys representing simple types of market data for which no market data rules are required.
SingleCalculationMarketData - Interface in com.opengamma.strata.engine.marketdata: A source of market data provided to an engine function and used for a calculation across a single scenario.
SingleNameReferenceInformation - Class in com.opengamma.strata.finance.credit: Reference data for a CDS single-name.
SingleNameReferenceInformation.Builder - Class in com.opengamma.strata.finance.credit: The bean-builder for SingleNameReferenceInformation.
SingleNameReferenceInformation.Meta - Class in com.opengamma.strata.finance.credit: The meta-bean for SingleNameReferenceInformation.
SinglePayment - Class in com.opengamma.strata.finance.credit: An upfront fee agreed upon between buyer and seller.
SinglePayment.Builder - Class in com.opengamma.strata.finance.credit: The bean-builder for SinglePayment.
SinglePayment.Meta - Class in com.opengamma.strata.finance.credit: The meta-bean for SinglePayment.
singleValueFailures(Map<MarketDataId<?>, Result<?>>) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder: Sets the singleValueFailures property in the builder.
singleValueFailures() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta: The meta-property for the singleValueFailures property.
singleValueFailures(Map<MarketDataId<?>, Result<?>>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder: Sets the singleValueFailures property in the builder.
singleValueFailures() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta: The meta-property for the singleValueFailures property.
singleValueRequirements(Set<? extends MarketDataKey<?>>) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder: Sets the singleValueRequirements property in the builder.
singleValueRequirements() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta: The meta-property for the singleValueRequirements property.
singleValues(Map<? extends MarketDataId<?>, Object>) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder: Sets the singleValues property in the builder.
singleValues() - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta: The meta-property for the singleValues property.
size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Gets the number of stored amounts.
size() - Method in class com.opengamma.strata.basics.schedule.Schedule: Gets the number of periods in the schedule.
size() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Return the size of this time-series.
size() - Method in class com.opengamma.strata.collect.tuple.DoublesPair: Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair: Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair: Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair: Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.Pair: Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.Triple: Gets the number of elements held by this triple.
size() - Method in interface com.opengamma.strata.collect.tuple.Tuple: Gets the number of elements held by this tuple.
size() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
size() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
size() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
size() - Method in interface com.opengamma.strata.engine.calculations.function.result.ScenarioResult: Returns the number of results.
size() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities: Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities: Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities: Gets the number of sensitivity entries.
SK - Static variable in class com.opengamma.strata.basics.location.Country: The currency 'SK' - Slovakia.
sort() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities: Sorts the mutable list of point sensitivities.
sorted() - Method in class com.opengamma.strata.market.amount.CashFlows: Returns an instance that is sorted.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder: Sets the spotDateOffset property in the builder.
spotDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta: The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder: Sets the spotDateOffset property in the builder.
spotDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta: The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder: Sets the spotDateOffset property in the builder.
spotDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta: The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder: Sets the spotDateOffset property in the builder.
spotDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta: The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder: Sets the spotDateOffset property in the builder.
spotDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta: The meta-property for the spotDateOffset property.
spread(ValueSchedule) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder: Sets the spread property in the builder.
spread() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta: The meta-property for the spread property.
spread(ValueSchedule) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder: Sets the spread property in the builder.
spread() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta: The meta-property for the spread property.
spread(double) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder: Sets the spread property in the builder.
spread() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta: The meta-property for the spread property.
spread(double) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder: Sets the spread property in the builder.
spread() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta: The meta-property for the spread property.
spread(double) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder: Sets the spread property in the builder.
spread() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta: The meta-property for the spread property.
spread(double) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder: Sets the spread property in the builder.
spread() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta: The meta-property for the spread property.
spread(double) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder: Sets the spread property in the builder.
spread() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta: The meta-property for the spread property.
SPREAD - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The spread, added to the forward rate.
spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder: Sets the spreadLeg property in the builder.
spreadLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta: The meta-property for the spreadLeg property.
stackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta: The meta-property for the stackTrace property.
standard() - Static method in class com.opengamma.strata.function.OpenGammaPricingRules: Gets the standard pricing rules providing all supported measures using the default calculation method across all built-in asset classes.
StandardCdsConventions - Enum in com.opengamma.strata.finance.credit.type: Enumerates the standard CDS market conventions.
StandardComponents - Class in com.opengamma.strata.function: Factory methods for creating standard Strata components.
StandardId - Class in com.opengamma.strata.collect.id: An immutable standard identifier for an item.
standardId() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta: The meta-property for the standardId property.
standardId(StandardId) - Method in class com.opengamma.strata.finance.SecurityLink.Builder: Sets the standardId property in the builder.
standardId() - Method in class com.opengamma.strata.finance.SecurityLink.Meta: The meta-property for the standardId property.
standardId(StandardId) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder: Sets the standardId property in the builder.
standardId() - Method in class com.opengamma.strata.finance.UnitSecurity.Meta: The meta-property for the standardId property.
standardId() - Method in class com.opengamma.strata.market.id.QuoteId.Meta: The meta-property for the standardId property.
standardId() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta: The meta-property for the standardId property.
StandardId.Meta - Class in com.opengamma.strata.collect.id: The meta-bean for StandardId.
StandardIdentifiable - Interface in com.opengamma.strata.collect.id: Provides uniform access to objects that can supply a standard identifier.
StandardLink<T extends IdentifiableBean> - Class in com.opengamma.strata.collect.id: Standard implementation of a link to a target object using an identifier.
StandardLink.Meta<T extends IdentifiableBean> - Class in com.opengamma.strata.collect.id: The meta-bean for StandardLink.
start() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta: The meta-property for the start property.
start(Stage) - Method in class com.opengamma.strata.examples.basics.ScheduleGui
START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The accrual start date, adjusted to be a valid business day if necessary.
startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder: Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta: The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder: Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta: The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.credit.Cds.Builder: Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.credit.Cds.Meta: The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta: The meta-property for the startDate property.
startDate - Variable in class com.opengamma.strata.finance.credit.ExpandedCds: The date that the CDS nominally starts in terms of premium payments.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder: Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta: The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder: Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta: The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder: Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta: The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder: Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta: The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder: Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta: The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder: Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta: The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder: Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta: The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder: Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta: The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder: Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta: The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta: The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta: The meta-property for the startDate property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder: Sets the startDateBusinessDayAdjustment property in the builder.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta: The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder: Sets the startDateBusinessDayAdjustment property in the builder.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta: The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder: Sets the startDateBusinessDayAdjustment property in the builder.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta: The meta-property for the startDateBusinessDayAdjustment property.
steps(List<ValueStep>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder: Sets the steps property in the builder.
steps(ValueStep...) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder: Sets the steps property in the builder from an array of objects.
steps() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta: The meta-property for the steps property.
stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Returns a stream over the currency amounts.
stream(Iterable<T>) - Static method in class com.opengamma.strata.collect.Guavate: Converts an iterable to a serial stream.
stream(Optional<T>) - Static method in class com.opengamma.strata.collect.Guavate: Converts an optional to a stream with zero or one elements.
stream() - Method in class com.opengamma.strata.collect.range.LocalDateRange: Streams the set of dates included in the range.
stream() - Method in class com.opengamma.strata.collect.result.Result: Converts this result to a stream.
stream() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Returns a stream over the points of this time-series.
stream() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
stream() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
stream() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
stream() - Method in interface com.opengamma.strata.engine.calculations.function.result.ScenarioResult: Returns a stream of the results.
streamOfClasspathResources(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator: Creates a stream of resource locators.
strike() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta: The meta-property for the strike property.
strikePrice(double) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder: Sets the strikePrice property in the builder.
strikePrice() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta: The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder: Sets the strikePrice property in the builder.
strikePrice() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta: The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder: Sets the strikePrice property in the builder.
strikePrice() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta: The meta-property for the strikePrice property.
strikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta: The meta-property for the strikePrice property.
StubCalculation - Class in com.opengamma.strata.finance.rate.swap: Defines the rates applicable in the initial or final stub of an IBOR-like swap leg.
StubCalculation.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for StubCalculation.
StubCalculation.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for StubCalculation.
stubConvention(StubConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder: Sets the stubConvention property in the builder.
stubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta: The meta-property for the stubConvention property.
StubConvention - Enum in com.opengamma.strata.basics.schedule: A convention defining how to calculate stub periods.
stubConvention(StubConvention) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Sets the stubConvention property in the builder.
stubConvention() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta: The meta-property for the stubConvention property.
stubConvention - Variable in class com.opengamma.strata.finance.credit.ExpandedCds: The stub convention to use.
stubConvention(StubConvention) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder: Sets the stubConvention property in the builder.
stubConvention() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta: The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder: Sets the stubConvention property in the builder.
stubConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta: The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder: Sets the stubConvention property in the builder.
stubConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta: The meta-property for the stubConvention property.
subdirectoryExists(String) - Method in class com.opengamma.strata.examples.marketdata.DirectoryMarketDataBuilder
subdirectoryExists(String) - Method in class com.opengamma.strata.examples.marketdata.JarMarketDataBuilder
subdirectoryExists(String) - Method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder: Checks whether a specific subdirectory exists.
subSchedule(Frequency, RollConvention, StubConvention, BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Creates a sub-schedule within this period.
subSeries(LocalDate, LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Gets part of this series as a sub-series between two dates.
subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor: Subtracts this tenor from the specified date.
subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency: Subtracts the period of this frequency from the specified date.
success(R) - Static method in class com.opengamma.strata.collect.result.Result: Creates a successful result wrapping a value.
sum(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath: Calculates the sum total of all the elements in the array.
supplier(CheckedSupplier<R>) - Static method in class com.opengamma.strata.collect.Unchecked: Converts checked exceptions to unchecked based on the Supplier interface.
surface() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta: The meta-property for the surface property.
Swap - Class in com.opengamma.strata.finance.rate.swap: A rate swap.
Swap.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for Swap.
Swap.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for Swap.
SwapAccruedInterestFunction - Class in com.opengamma.strata.function.rate.swap: Calculates the accrued interest for a SwapTrade for each of a set of scenarios.
SwapAccruedInterestFunction() - Constructor for class com.opengamma.strata.function.rate.swap.SwapAccruedInterestFunction
SwapBucketedGammaPv01Function - Class in com.opengamma.strata.function.calculation.rate.swap: Calculates Gamma PV01, the second-order present value sensitivity of a SwapTrade for each of a set of scenarios.
SwapBucketedGammaPv01Function() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.SwapBucketedGammaPv01Function
SwapBucketedPv01Function - Class in com.opengamma.strata.function.calculation.rate.swap: Calculates the bucketed PV01, the present value curve parameter sensitivity of a SwapTrade.
SwapBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.SwapBucketedPv01Function
SwapExplainPvFunction - Class in com.opengamma.strata.function.calculation.rate.swap: Obtains the explain map for present value on a SwapTrade.
SwapExplainPvFunction() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.SwapExplainPvFunction
SwapFunctionGroups - Class in com.opengamma.strata.function.rate.swap: Contains function groups for built-in swap engine functions.
SwapLeg - Interface in com.opengamma.strata.finance.rate.swap: A single leg of a swap.
SwapLegAmount - Class in com.opengamma.strata.market.amount: Represents an amount associated with one leg of a swap.
SwapLegAmount(SwapLegAmount.Builder) - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount: Restricted constructor.
SwapLegAmount.Builder - Class in com.opengamma.strata.market.amount: The bean-builder for SwapLegAmount.
SwapLegAmount.Meta - Class in com.opengamma.strata.market.amount: The meta-bean for SwapLegAmount.
SwapLegNotionalFunction - Class in com.opengamma.strata.function.rate.swap: Returns the notional amount of the legs of a SwapTrade.
SwapLegNotionalFunction() - Constructor for class com.opengamma.strata.function.rate.swap.SwapLegNotionalFunction
SwapLegPvFunction - Class in com.opengamma.strata.function.calculation.rate.swap: Calculates the present value of each leg of an interest rate swap.
SwapLegPvFunction() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.SwapLegPvFunction
SwapLegType - Enum in com.opengamma.strata.finance.rate.swap: The type of a swap leg.
SwapParRateFunction - Class in com.opengamma.strata.function.calculation.rate.swap: Calculates the par rate of a SwapTrade for each of a set of scenarios.
SwapParRateFunction() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.SwapParRateFunction
SwapPricingExample - Class in com.opengamma.strata.examples.finance: Example to illustrate using the engine to price a swap.
SwapPricingExample() - Constructor for class com.opengamma.strata.examples.finance.SwapPricingExample
SwapProduct - Interface in com.opengamma.strata.finance.rate.swap: A product representing a rate swap.
SwapPv01Function - Class in com.opengamma.strata.function.calculation.rate.swap: Calculates PV01, the present value sensitivity of a SwapTrade for each of a set of scenarios.
SwapPv01Function() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.SwapPv01Function
SwapPvFunction - Class in com.opengamma.strata.function.calculation.rate.swap: Calculates the present value of a SwapTrade for each of a set of scenarios.
SwapPvFunction() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.SwapPvFunction
Swaption - Class in com.opengamma.strata.finance.rate.swaption: An option on an underlying swap.
Swaption(Swaption.Builder) - Constructor for class com.opengamma.strata.finance.rate.swaption.Swaption: Restricted constructor.
Swaption.Builder - Class in com.opengamma.strata.finance.rate.swaption: The bean-builder for Swaption.
Swaption.Meta - Class in com.opengamma.strata.finance.rate.swaption: The meta-bean for Swaption.
SwaptionProduct - Interface in com.opengamma.strata.finance.rate.swaption: A product representing an option on an underlying swap.
SwaptionSensitivity - Class in com.opengamma.strata.pricer.sensitivity: Point sensitivity to a swaption implied parameter point.
SwaptionSensitivity.Meta - Class in com.opengamma.strata.pricer.sensitivity: The meta-bean for SwaptionSensitivity.
SwaptionTrade - Class in com.opengamma.strata.finance.rate.swaption: A trade in an option on an underlying swap.
SwaptionTrade.Builder - Class in com.opengamma.strata.finance.rate.swaption: The bean-builder for SwaptionTrade.
SwaptionTrade.Meta - Class in com.opengamma.strata.finance.rate.swaption: The meta-bean for SwaptionTrade.
SwapTrade - Class in com.opengamma.strata.finance.rate.swap: A trade in a rate swap.
SwapTrade.Builder - Class in com.opengamma.strata.finance.rate.swap: The bean-builder for SwapTrade.
SwapTrade.Meta - Class in com.opengamma.strata.finance.rate.swap: The meta-bean for SwapTrade.
SwapTradeModelDemo - Class in com.opengamma.strata.examples.finance: Demonstrate use of the API for interest rate swaps.
SwapTradeModelDemo() - Constructor for class com.opengamma.strata.examples.finance.SwapTradeModelDemo

T

tailSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Gets part of this series as a sub-series, choosing the latest entries.
target() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta: The meta-property for the target property.
target(CalculationTarget) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder: Sets the target property in the builder.
target() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta: The meta-property for the target property.
target(CalculationTarget) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder: Sets the target property in the builder.
target() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta: The meta-property for the target property.
target(Security) - Method in class com.opengamma.strata.finance.SecurityLink.Builder: Sets the target property in the builder.
target() - Method in class com.opengamma.strata.finance.SecurityLink.Meta: The meta-property for the target property.
targetCurrency() - Static method in interface com.opengamma.strata.engine.config.ReportingRules: Returns a rule that uses the target's primary currency as the reporting currency.
targetType() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta: The meta-property for the targetType property.
targetType() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta: The meta-property for the targetType property.
targetType() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta: The meta-property for the targetType property.
targetTypes() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta: The meta-property for the targetTypes property.
taskConfigurations(List<CalculationTaskConfig>) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder: Sets the taskConfigurations property in the builder.
taskConfigurations(CalculationTaskConfig...) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder: Sets the taskConfigurations property in the builder from an array of objects.
taskConfigurations() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta: The meta-property for the taskConfigurations property.
Template - Interface in com.opengamma.strata.finance: A template used to create a trade.
template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder: Sets the template property in the builder.
template() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta: The meta-property for the template property.
template(FraTemplate) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder: Sets the template property in the builder.
template() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta: The meta-property for the template property.
template(IborFixingDepositTemplate) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder: Sets the template property in the builder.
template() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta: The meta-property for the template property.
template(TermDepositTemplate) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder: Sets the template property in the builder.
template() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta: The meta-property for the template property.
Tenor - Class in com.opengamma.strata.basics.date: A tenor indicating how long it will take for a financial instrument to reach maturity.
tenor(Tenor) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder: Sets the tenor property in the builder.
tenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta: The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder: Sets the tenor property in the builder.
tenor() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta: The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder: Sets the tenor property in the builder.
tenor() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta: The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder: Sets the tenor property in the builder.
tenor() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Meta: The meta-property for the tenor property.
tenor() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta: The meta-property for the tenor property.
tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
tenor(LocalDate, LocalDate) - Method in interface com.opengamma.strata.pricer.provider.NormalVolatilitySwaptionProvider: Returns the tenor of the swap based on its start date and end date.
tenor() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta: The meta-property for the tenor property.
TENOR_10M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 10 months.
TENOR_10Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 10 years.
TENOR_11M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 11 months.
TENOR_12M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 12 months.
TENOR_12Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 12 years.
TENOR_15Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 15 years.
TENOR_18M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 18 months.
TENOR_1D - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of one day.
TENOR_1M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 1 month.
TENOR_1W - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 1 week.
TENOR_1Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 1 year.
TENOR_20Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 20 years.
TENOR_25Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 25 years.
TENOR_2D - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of two days.
TENOR_2M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 2 months.
TENOR_2W - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 2 weeks.
TENOR_2Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 2 years.
TENOR_30Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 30 years.
TENOR_3D - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of three days.
TENOR_3M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 3 months.
TENOR_3W - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 3 weeks.
TENOR_3Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 3 years.
TENOR_4M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 4 months.
TENOR_4Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 4 years.
TENOR_5M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 5 months.
TENOR_5Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 5 years.
TENOR_6M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 6 months.
TENOR_6W - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 6 weeks.
TENOR_6Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 6 years.
TENOR_7M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 7 months.
TENOR_7Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 7 years.
TENOR_8M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 8 months.
TENOR_8Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 8 years.
TENOR_9M - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 9 months.
TENOR_9Y - Static variable in class com.opengamma.strata.basics.date.Tenor: A tenor of 9 years.
TenorAdjustment - Class in com.opengamma.strata.basics.date: An adjustment that alters a date by adding a tenor.
TenorAdjustment.Builder - Class in com.opengamma.strata.basics.date: The bean-builder for TenorAdjustment.
TenorAdjustment.Meta - Class in com.opengamma.strata.basics.date: The meta-bean for TenorAdjustment.
TenorCurveNodeId - Class in com.opengamma.strata.market.curve: A curve node ID for a curve node with a specific tenor.
TenorCurveNodeId.Builder - Class in com.opengamma.strata.market.curve: The bean-builder for TenorCurveNodeId.
TenorCurveNodeId.Meta - Class in com.opengamma.strata.market.curve: The meta-bean for TenorCurveNodeId.
TenorCurveNodeMetadata - Class in com.opengamma.strata.market.curve: Curve node metadata for a curve node with a specific tenor.
TenorCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve: The meta-bean for TenorCurveNodeMetadata.
TERM - Static variable in class com.opengamma.strata.basics.schedule.Frequency: A periodic frequency matching the term.
TermDeposit - Class in com.opengamma.strata.finance.rate.deposit: A term deposit.
TermDeposit.Builder - Class in com.opengamma.strata.finance.rate.deposit: The bean-builder for TermDeposit.
TermDeposit.Meta - Class in com.opengamma.strata.finance.rate.deposit: The meta-bean for TermDeposit.
TermDepositBucketedPv01Function - Class in com.opengamma.strata.function.rate.deposit: Calculates the bucketed PV01, the present value curve parameter sensitivity of a TermDepositTrade.
TermDepositBucketedPv01Function() - Constructor for class com.opengamma.strata.function.rate.deposit.TermDepositBucketedPv01Function
TermDepositConvention - Class in com.opengamma.strata.finance.rate.deposit: A market convention for term deposit trades.
TermDepositConvention.Builder - Class in com.opengamma.strata.finance.rate.deposit: The bean-builder for TermDepositConvention.
TermDepositConvention.Meta - Class in com.opengamma.strata.finance.rate.deposit: The meta-bean for TermDepositConvention.
TermDepositCurveNode - Class in com.opengamma.strata.market.curve.config: A curve node whose instrument is a term deposit.
TermDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.config: The bean-builder for TermDepositCurveNode.
TermDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.config: The meta-bean for TermDepositCurveNode.
TermDepositParRateFunction - Class in com.opengamma.strata.function.rate.deposit: Calculates the par rate of a TermDepositTrade for each of a set of scenarios.
TermDepositParRateFunction() - Constructor for class com.opengamma.strata.function.rate.deposit.TermDepositParRateFunction
TermDepositParSpreadFunction - Class in com.opengamma.strata.function.rate.deposit: Calculates the par spread of a TermDepositTrade for each of a set of scenarios.
TermDepositParSpreadFunction() - Constructor for class com.opengamma.strata.function.rate.deposit.TermDepositParSpreadFunction
TermDepositParSpreadParameterSensitivityFunction - Class in com.opengamma.strata.function.rate.deposit: Calculates the par spread parameter sensitivity of a TermDepositTrade for each of a set of scenarios.
TermDepositParSpreadParameterSensitivityFunction() - Constructor for class com.opengamma.strata.function.rate.deposit.TermDepositParSpreadParameterSensitivityFunction
TermDepositProduct - Interface in com.opengamma.strata.finance.rate.deposit: A product representing a term deposit.
TermDepositPv01Function - Class in com.opengamma.strata.function.rate.deposit: Calculates PV01, the present value sensitivity of a TermDepositTrade.
TermDepositPv01Function() - Constructor for class com.opengamma.strata.function.rate.deposit.TermDepositPv01Function
TermDepositPvFunction - Class in com.opengamma.strata.function.rate.deposit: Calculates the present value of a TermDepositTrade for each of a set of scenarios.
TermDepositPvFunction() - Constructor for class com.opengamma.strata.function.rate.deposit.TermDepositPvFunction
TermDepositTemplate - Class in com.opengamma.strata.finance.rate.deposit: A template for creating a term deposit trade.
TermDepositTemplate.Builder - Class in com.opengamma.strata.finance.rate.deposit: The bean-builder for TermDepositTemplate.
TermDepositTemplate.Meta - Class in com.opengamma.strata.finance.rate.deposit: The meta-bean for TermDepositTemplate.
TermDepositTrade - Class in com.opengamma.strata.finance.rate.deposit: A trade in a term deposit.
TermDepositTrade.Builder - Class in com.opengamma.strata.finance.rate.deposit: The bean-builder for TermDepositTrade.
TermDepositTrade.Meta - Class in com.opengamma.strata.finance.rate.deposit: The meta-bean for TermDepositTrade.
test(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiPredicate: Evaluates this predicate on the given arguments.
test(T) - Method in interface com.opengamma.strata.collect.function.CheckedPredicate: Evaluates this predicate on the given argument.
test(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate: Evaluates the predicate.
test(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate: Evaluates the predicate.
test(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate: Evaluates the predicate.
TH - Static variable in class com.opengamma.strata.basics.location.Country: The country 'TH' - Thailand.
THB - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'THB' - Thai Baht.
third() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta: The meta-property for the third property.
THIRTY_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts: The '30/360 ISDA' day count, which treats input day-of-month 31 specially.
THIRTY_E_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts: The '30E/360' day count, which treats input day-of-month 31 specially.
THIRTY_E_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts: The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.
THIRTY_EPLUS_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts: The '30E+/360' day count, which treats input day-of-month 31 specially.
THIRTY_U_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts: The '30U/360' day count, which treats input day-of-month 31 and end of February specially.
THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars: An instance declaring all days as business days except Thursday/Friday weekends.
tickSize(double) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder: Sets the tickSize property in the builder.
tickSize() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta: The meta-property for the tickSize property.
tickSize(double) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder: Sets the tickSize property in the builder.
tickSize() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta: The meta-property for the tickSize property.
tickValue(CurrencyAmount) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder: Sets the tickValue property in the builder.
tickValue() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta: The meta-property for the tickValue property.
tickValue(CurrencyAmount) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder: Sets the tickValue property in the builder.
tickValue() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta: The meta-property for the tickValue property.
TIME_SQUARE - Static variable in class com.opengamma.strata.function.interpolator.CurveInterpolators: Time square interpolator.
timeSeries() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta: The meta-property for the timeSeries property.
timeSeries(ObservableId) - Method in class com.opengamma.strata.engine.marketdata.functions.EmptyTimeSeriesProvider
timeSeries(ObservableId) - Method in class com.opengamma.strata.engine.marketdata.functions.MissingDataAwareTimeSeriesProvider
timeSeries(ObservableId) - Method in interface com.opengamma.strata.engine.marketdata.functions.TimeSeriesProvider: Returns a time series of market data for the specified ID.
timeSeries() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta: The meta-property for the timeSeries property.
timeSeries(Map<? extends MarketDataId<?>, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder: Sets the timeSeries property in the builder.
timeSeries() - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta: The meta-property for the timeSeries property.
timeSeries() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta: The meta-property for the timeSeries property.
timeSeries() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta: The meta-property for the timeSeries property.
timeSeries() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta: The meta-property for the timeSeries property.
timeSeries() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta: The meta-property for the timeSeries property.
timeSeries() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta: The meta-property for the timeSeries property.
timeSeries(Map<Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder: Sets the timeSeries property in the builder.
timeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta: The meta-property for the timeSeries property.
timeSeriesFailures(Map<MarketDataId<?>, Result<?>>) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder: Sets the timeSeriesFailures property in the builder.
timeSeriesFailures() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta: The meta-property for the timeSeriesFailures property.
timeSeriesFailures(Map<MarketDataId<?>, Result<?>>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder: Sets the timeSeriesFailures property in the builder.
timeSeriesFailures() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta: The meta-property for the timeSeriesFailures property.
TimeSeriesProvider - Interface in com.opengamma.strata.engine.marketdata.functions: A source of time series of observable market data.
timeSeriesRequirements(Set<ObservableKey>) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder: Sets the timeSeriesRequirements property in the builder.
timeSeriesRequirements(ObservableKey...) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder: Sets the timeSeriesRequirements property in the builder from an array of objects.
timeSeriesRequirements() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta: The meta-property for the timeSeriesRequirements property.
toAsciiTableString() - Method in interface com.opengamma.strata.report.Report: Gets this report as an ASCII table string.
toBuilder() - Method in class com.opengamma.strata.basics.currency.FxMatrix: Creates a new builder using the data from this matrix to create a set of initial entries.
toBuilder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.Schedule: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.value.ValueSchedule: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.value.ValueStep: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Return a builder populated with the values from this series.
toBuilder() - Method in class com.opengamma.strata.engine.CalculationRules: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.calculations.CalculationResult: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.calculations.Results: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.Column: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData: Returns a mutable builder containing the data from this object.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.Observables: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData: Returns a mutable builder containing the data from this object.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.Cds: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.CdsTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.ExpandedCds: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.FeeLeg: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.SinglePayment: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.equity.Equity: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.equity.EquityFuture: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.equity.EquityTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.future.GenericFuture: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.future.GenericFutureOption: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.FxPayment: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.FxTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.fra.Fra: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.future.IborFuture: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.IborRateObservation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.FxReset: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.Swap: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.SecurityLink: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.TradeInfo: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.UnitSecurity: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroup: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.ParRates: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.id.ParRatesId: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.format.FormatSettings: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.ReportCalculationResults: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.ReportRequirements: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReport: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn: Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate: Returns a builder that allows this bean to be mutated.
toConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Returns the market convention currency pair for the currencies in the pair.
toConventional() - Method in class com.opengamma.strata.basics.currency.FxRate: Returns an FX rate object representing the market convention rate between the two currencies.
toCurveId() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId: Gets the ID of the underlying curve.
toFxConvertibleList() - Static method in class com.opengamma.strata.engine.calculations.function.FunctionUtils: Returns a collector which can be used at the end of a stream of FxConvertible to build a FxConvertibleList.
toImmutable() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities: Returns an immutable version of this object.
toImmutableList() - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable list.
toImmutableListMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable multimap.
toImmutableListMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable multimap.
toImmutableMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable map.
toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable map.
toImmutableMultiset() - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable multiset.
toImmutableSet() - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable set.
toImmutableSetMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable multimap.
toImmutableSetMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable multimap.
toImmutableSortedMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable sorted map.
toImmutableSortedMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable sorted map.
toImmutableSortedSet() - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable sorted set.
toImmutableSortedSet(Comparator<? super T>) - Static method in class com.opengamma.strata.collect.Guavate: Collector used at the end of a stream to build an immutable sorted set.
toIndexTrade(LocalDate, LocalDate, BuySell, double, double, StandardId, int, int, double, LocalDate) - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Creates an index CDS from the convention.
token() - Method in enum com.opengamma.strata.report.result.ValueRootType: Gets the token that the root type corresponds to.
TokenEvaluator<T> - Class in com.opengamma.strata.report.result: Evaluates a token against an object to produce another object.
TokenEvaluator() - Constructor for class com.opengamma.strata.report.result.TokenEvaluator
tokens(Bean) - Method in class com.opengamma.strata.report.result.BeanTokenEvaluator
tokens(CurrencyAmount) - Method in class com.opengamma.strata.report.result.CurrencyAmountTokenEvaluator
tokens(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivitiesTokenEvaluator
tokens(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivityTokenEvaluator
tokens(Iterable<?>) - Method in class com.opengamma.strata.report.result.IterableTokenEvaluator
tokens(Map<?, ?>) - Method in class com.opengamma.strata.report.result.MapTokenEvaluator
tokens(T) - Method in class com.opengamma.strata.report.result.TokenEvaluator: Gets the set of supported token for the given object.
tokens(Trade) - Method in class com.opengamma.strata.report.result.TradeTokenEvaluator
tokens(Object) - Method in class com.opengamma.strata.report.result.ValuePathEvaluator: Gets the supported tokens on the given object.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention: Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention: Creates a leg based on this convention.
toMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Converts this MultiCurrencyAmount to a map keyed by currency.
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.basics.market.FxRateKey
toMarketDataId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.SimpleMarketDataKey: Returns a market data ID identifying the same market data value as this key.
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
toMutable() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities: Returns a mutable version of this object.
toName() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey: Converts this instance into a LoadedCurveName that applies across all curve dates.
toObservableId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.ObservableKey: Converts this key to the matching identifier.
toObservableId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IndexRateKey
toObservableId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.QuoteKey
toObservableKey() - Method in interface com.opengamma.strata.basics.market.ObservableId: Returns the key associated with this ID.
toObservableKey() - Method in class com.opengamma.strata.market.id.IndexRateId
toObservableKey() - Method in class com.opengamma.strata.market.id.QuoteId
toPair() - Method in class com.opengamma.strata.collect.tuple.DoublesPair: Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair: Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair: Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair: Converts this pair to an object-based Pair.
toRollConvention(LocalDate, LocalDate, Frequency, boolean) - Method in enum com.opengamma.strata.basics.schedule.StubConvention: Converts this stub convention to the appropriate roll convention.
toScenarioResult() - Static method in class com.opengamma.strata.engine.calculations.function.FunctionUtils: Returns a collector which can be used at the end of a stream of results to build a ScenarioResult which will support automatic currency conversion where possible.
toScenarioResult(boolean) - Static method in class com.opengamma.strata.engine.calculations.function.FunctionUtils: Returns a collector which can be used at the end of a stream of results to build a ScenarioResult.
toSingleCurveRatesProvider(SingleCalculationMarketData, Currency, Set<? extends Index>, NodalCurve) - Static method in class com.opengamma.strata.function.calculation.rate.MarketDataUtils: Creates a rates provider from a set of market data containing a single discounting curve, and forward curves and fixing series for a given set of indices.
toSingleNameTrade(LocalDate, LocalDate, BuySell, double, double, StandardId, SeniorityLevel, RestructuringClause, double, LocalDate) - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Creates a single-name CDS trade from the convention.
toStandardId() - Method in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitRedCode: Converts this RED code to a standard identifier.
toString() - Method in enum com.opengamma.strata.basics.BuySell: Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.currency.Currency: Returns a string representation of the currency, which is the three letter code.
toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount: Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.currency.CurrencyPair: Returns the formatted string version of the currency pair.
toString() - Method in class com.opengamma.strata.basics.currency.FxMatrix
toString() - Method in class com.opengamma.strata.basics.currency.FxRate: Returns the formatted string version of the currency pair.
toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.date.AdjustableDate: Returns a string describing the adjustable date.
toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment: Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment: Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar: Returns the name of the calendar.
toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment: Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.Tenor: Returns a formatted string representing the tenor.
toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment: Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex: Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex: Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex: Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex: Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.location.Country: Returns a string representation of the country, which is the two letter code.
toString() - Method in enum com.opengamma.strata.basics.LongShort: Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.market.FxRateId
toString() - Method in class com.opengamma.strata.basics.market.FxRateKey
toString() - Method in enum com.opengamma.strata.basics.PayReceive: Returns the formatted unique name of the type.
toString() - Method in enum com.opengamma.strata.basics.PutCall: Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.schedule.Frequency: Returns a formatted string representing the periodic frequency.
toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
toString() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
toString() - Method in class com.opengamma.strata.basics.schedule.Schedule
toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
toString() - Method in enum com.opengamma.strata.basics.schedule.StubConvention: Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
toString() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
toString() - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType: Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule
toString() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
toString() - Method in class com.opengamma.strata.basics.value.ValueStep
toString() - Method in class com.opengamma.strata.collect.id.StandardId: Returns the identifier in a stahndard string format.
toString() - Method in class com.opengamma.strata.collect.id.StandardLink
toString() - Method in class com.opengamma.strata.collect.io.IniFile: Returns a string describing the INI file.
toString() - Method in class com.opengamma.strata.collect.io.PropertiesFile: Returns a string describing the file.
toString() - Method in class com.opengamma.strata.collect.io.PropertySet: Returns a string describing the property set.
toString() - Method in class com.opengamma.strata.collect.io.ResourceLocator: Returns a string describing the locator.
toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
toString() - Method in class com.opengamma.strata.collect.range.LocalDateRange: Returns this range as a string, such as [2009-12-03,2014-06-30).
toString() - Method in class com.opengamma.strata.collect.result.Failure
toString() - Method in class com.opengamma.strata.collect.result.FailureItem
toString() - Method in class com.opengamma.strata.collect.result.Result
toString() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint: Returns a string representation of the point.
toString() - Method in class com.opengamma.strata.collect.tuple.DoublesPair: Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair: Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair: Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair: Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.Pair: Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.Triple: Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.type.TypedString: Returns the name.
toString() - Method in class com.opengamma.strata.engine.CalculationRules.Builder
toString() - Method in class com.opengamma.strata.engine.CalculationRules
toString() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
toString() - Method in class com.opengamma.strata.engine.calculations.CalculationResult
toString() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
toString() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
toString() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
toString() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
toString() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
toString() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
toString() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
toString() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
toString() - Method in class com.opengamma.strata.engine.calculations.Results.Builder
toString() - Method in class com.opengamma.strata.engine.calculations.Results
toString() - Method in class com.opengamma.strata.engine.Column.Builder
toString() - Method in class com.opengamma.strata.engine.Column
toString() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
toString() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
toString() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
toString() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
toString() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
toString() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
toString() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
toString() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
toString() - Method in class com.opengamma.strata.engine.config.FunctionConfig
toString() - Method in class com.opengamma.strata.engine.config.pricing.ConfiguredFunctionGroup
toString() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
toString() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
toString() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
toString() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule
toString() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
toString() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
toString() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
toString() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
toString() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
toString() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
toString() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
toString() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
toString() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
toString() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
toString() - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
toString() - Method in class com.opengamma.strata.engine.marketdata.Observables
toString() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
toString(StringBuilder) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
toString() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
toString() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
toString() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
toString() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
toString() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
toString() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
toString() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
toString() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
toString() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
toString() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
toString() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
toString() - Method in class com.opengamma.strata.examples.report.TradePortfolio
toString() - Method in enum com.opengamma.strata.finance.common.FutureOptionPremiumStyle: Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.credit.Cds.Builder
toString() - Method in class com.opengamma.strata.finance.credit.Cds
toString() - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
toString() - Method in class com.opengamma.strata.finance.credit.CdsTrade
toString() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
toString(StringBuilder) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
toString() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
toString(StringBuilder) - Method in class com.opengamma.strata.finance.credit.ExpandedCds
toString() - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
toString() - Method in class com.opengamma.strata.finance.credit.FeeLeg
toString() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
toString() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
toString() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
toString() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
toString() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
toString() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
toString() - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
toString() - Method in class com.opengamma.strata.finance.credit.SinglePayment
toString() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
toString() - Method in class com.opengamma.strata.finance.equity.Equity.Builder
toString() - Method in class com.opengamma.strata.finance.equity.Equity
toString() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
toString() - Method in class com.opengamma.strata.finance.equity.EquityFuture
toString() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
toString() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
toString() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
toString() - Method in class com.opengamma.strata.finance.equity.EquityTrade
toString() - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
toString() - Method in class com.opengamma.strata.finance.future.GenericFuture
toString() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
toString() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
toString() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
toString() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
toString() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
toString() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
toString() - Method in class com.opengamma.strata.finance.fx.ExpandedFx
toString() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
toString() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
toString() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
toString() - Method in class com.opengamma.strata.finance.fx.Fx
toString() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
toString() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
toString() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
toString() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
toString() - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
toString() - Method in class com.opengamma.strata.finance.fx.FxPayment
toString() - Method in class com.opengamma.strata.finance.fx.FxSwap
toString() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
toString() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
toString() - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
toString() - Method in class com.opengamma.strata.finance.fx.FxTrade
toString() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
toString(StringBuilder) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
toString() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
toString(StringBuilder) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
toString() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
toString() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
toString() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
toString() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
toString() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
toString() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
toString() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
toString() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
toString() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
toString() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
toString() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
toString() - Method in class com.opengamma.strata.finance.rate.fra.Fra
toString() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
toString() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
toString() - Method in enum com.opengamma.strata.finance.rate.fra.FraDiscountingMethod: Returns the formatted unique name of the compounding method.
toString() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
toString() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
toString() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
toString() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
toString(StringBuilder) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
toString(StringBuilder) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
toString() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
toString() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
toString() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
toString() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
toString() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
toString() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
toString() - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
toString() - Method in class com.opengamma.strata.finance.rate.IborRateObservation
toString() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
toString(StringBuilder) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
toString() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
toString(StringBuilder) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
toString() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
toString() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
toString() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
toString() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
toString() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
toString() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
toString() - Method in enum com.opengamma.strata.finance.rate.swap.CompoundingMethod: Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
toString() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
toString() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
toString() - Method in enum com.opengamma.strata.finance.rate.swap.FixingRelativeTo: Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.FxReset
toString() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
toString() - Method in enum com.opengamma.strata.finance.rate.swap.FxResetFixingRelativeTo: Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
toString() - Method in enum com.opengamma.strata.finance.rate.swap.IborRateAveragingMethod: Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
toString() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
toString() - Method in enum com.opengamma.strata.finance.rate.swap.NegativeRateMethod: Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
toString() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
toString() - Method in enum com.opengamma.strata.finance.rate.swap.OvernightAccrualMethod: Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
toString() - Method in enum com.opengamma.strata.finance.rate.swap.PaymentRelativeTo: Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
toString() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
toString() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
toString() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
toString() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
toString() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
toString() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
toString() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.Swap
toString() - Method in enum com.opengamma.strata.finance.rate.swap.SwapLegType: Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
toString() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
toString(StringBuilder) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
toString(StringBuilder) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
toString() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
toString() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
toString() - Method in class com.opengamma.strata.finance.SecurityLink.Builder
toString() - Method in class com.opengamma.strata.finance.SecurityLink
toString() - Method in class com.opengamma.strata.finance.TradeInfo.Builder
toString() - Method in class com.opengamma.strata.finance.TradeInfo
toString() - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
toString() - Method in class com.opengamma.strata.finance.UnitSecurity
toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
toString() - Method in class com.opengamma.strata.market.amount.CashFlow
toString() - Method in class com.opengamma.strata.market.amount.CashFlows
toString() - Method in class com.opengamma.strata.market.amount.LegAmounts
toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
toString() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
toString() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
toString() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
toString() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
toString() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
toString() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
toString() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
toString() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
toString() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
toString() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
toString() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
toString() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
toString() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
toString() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
toString() - Method in class com.opengamma.strata.market.curve.CurveGroup
toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
toString() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
toString() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
toString() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
toString() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
toString() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
toString() - Method in class com.opengamma.strata.market.curve.ParRates.Builder
toString() - Method in class com.opengamma.strata.market.curve.ParRates
toString() - Method in enum com.opengamma.strata.market.curve.ShiftType
toString() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
toString() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
toString() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId
toString() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
toString() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
toString() - Method in class com.opengamma.strata.market.explain.ExplainMap
toString() - Method in class com.opengamma.strata.market.id.CurveGroupId
toString() - Method in class com.opengamma.strata.market.id.DiscountCurveId
toString() - Method in class com.opengamma.strata.market.id.IndexRateId
toString() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
toString() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
toString() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
toString() - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
toString() - Method in class com.opengamma.strata.market.id.ParRatesId
toString() - Method in class com.opengamma.strata.market.id.QuoteId
toString() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
toString() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
toString() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
toString() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
toString() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
toString() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
toString() - Method in class com.opengamma.strata.market.key.IndexRateKey
toString() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
toString() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
toString() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
toString() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
toString() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
toString() - Method in class com.opengamma.strata.market.key.QuoteKey
toString() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
toString() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
toString() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
toString() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
toString() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
toString() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
toString() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
toString() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
toString() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
toString() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
toString() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
toString() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
toString() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
toString() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
toString() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
toString() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
toString() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
toString() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
toString() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
toString() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
toString(StringBuilder) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
toString() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
toString() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
toString() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
toString(StringBuilder) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
toString(StringBuilder) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
toString() - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
toString(StringBuilder) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
toString() - Method in class com.opengamma.strata.report.format.FormatSettings
toString(StringBuilder) - Method in class com.opengamma.strata.report.format.FormatSettings
toString() - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
toString(StringBuilder) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
toString() - Method in class com.opengamma.strata.report.ReportCalculationResults
toString(StringBuilder) - Method in class com.opengamma.strata.report.ReportCalculationResults
toString() - Method in class com.opengamma.strata.report.ReportRequirements.Builder
toString(StringBuilder) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
toString() - Method in class com.opengamma.strata.report.ReportRequirements
toString(StringBuilder) - Method in class com.opengamma.strata.report.ReportRequirements
toString() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
toString() - Method in class com.opengamma.strata.report.trade.TradeReport
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReport
toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
ToStringValueFormatter - Class in com.opengamma.strata.report.format: Default formatter which returns the value of toString() on the object.
ToStringValueFormatter() - Constructor for class com.opengamma.strata.report.format.ToStringValueFormatter
total(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount: Obtains a MultiCurrencyAmount from the total of a list of CurrencyAmount objects.
total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: Totals all the sensitivity values.
total() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities: Totals all the sensitivity values.
total() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity: Totals the sensitivity values.
total() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity: Totals the sensitivity values.
toTemplate() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: Creates a template based on this convention.
toTemplate(Period) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: Creates a template based on this convention, specifying the period from start to end.
toTemplate(Period) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention: Creates a template based on this convention, specifying the period from start to end.
toTemplate(Period) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention: Creates a template based on this convention, specifying the period to start.
toTrade(LocalDate, LocalDate, BuySell, double, double, ReferenceInformation, double, LocalDate) - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention: Creates a CDS from the convention.
toTrade(LocalDate, Period, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention: Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate: Creates a trade based on this template.
toTrade(LocalDate, Period, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention: Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention: Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate: Creates a trade based on this template.
toTrade(LocalDate, Period, Period, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention: Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention: Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate: Creates a trade based on this template.
toTrade(LocalDate, Tenor, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention: Creates a spot-starting trade based on this convention.
toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention: Creates a forward-starting trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention: Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate: Creates a trade based on this template.
toTrade(LocalDate, Tenor, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention: Creates a spot-starting trade based on this convention.
toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention: Creates a forward-starting trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention: Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate: Creates a trade based on this template.
toValueAdjustment(double) - Method in enum com.opengamma.strata.market.curve.ShiftType: Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.
TR - Static variable in class com.opengamma.strata.basics.location.Country: The country 'TR' - Turkey.
Trade - Interface in com.opengamma.strata.finance: A single trade.
trade(LocalDate, Map<ObservableKey, Double>) - Method in interface com.opengamma.strata.market.curve.config.CurveNode: Returns a trade representing the instrument at the node.
trade(LocalDate, Map<ObservableKey, Double>) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
trade(LocalDate, Map<ObservableKey, Double>) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
trade(LocalDate, Map<ObservableKey, Double>) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
trade(LocalDate, Map<ObservableKey, Double>) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
TRADE_NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The notional, as defined in the trade.
tradeDate(LocalDate) - Method in class com.opengamma.strata.finance.TradeInfo.Builder: Sets the tradeDate property in the builder.
tradeDate() - Method in class com.opengamma.strata.finance.TradeInfo.Meta: The meta-property for the tradeDate property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta: The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder: Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta: The meta-property for the tradeInfo property.
TradeInfo - Class in com.opengamma.strata.finance: Additional information about a trade.
TradeInfo.Builder - Class in com.opengamma.strata.finance: The bean-builder for TradeInfo.
TradeInfo.Meta - Class in com.opengamma.strata.finance: The meta-bean for TradeInfo.
tradeMeasureRequirements(List<Column>) - Method in class com.opengamma.strata.report.ReportRequirements.Builder: Sets the tradeMeasureRequirements property in the builder.
tradeMeasureRequirements(Column...) - Method in class com.opengamma.strata.report.ReportRequirements.Builder: Sets the tradeMeasureRequirements property in the builder from an array of objects.
tradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements.Meta: The meta-property for the tradeMeasureRequirements property.
TradePortfolio - Class in com.opengamma.strata.examples.report: Represents a portfolio of trades.
TradePortfolio.Meta - Class in com.opengamma.strata.examples.report: The meta-bean for TradePortfolio.
TradeReport - Class in com.opengamma.strata.report.trade: Represents a trade report.
TradeReport(TradeReport.Builder) - Constructor for class com.opengamma.strata.report.trade.TradeReport: Restricted constructor.
TradeReport.Builder - Class in com.opengamma.strata.report.trade: The bean-builder for TradeReport.
TradeReport.Meta - Class in com.opengamma.strata.report.trade: The meta-bean for TradeReport.
TradeReportColumn - Class in com.opengamma.strata.report.trade: Describes a column in a trade report.
TradeReportColumn(TradeReportColumn.Builder) - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn: Restricted constructor.
TradeReportColumn.Builder - Class in com.opengamma.strata.report.trade: The bean-builder for TradeReportColumn.
TradeReportColumn.Meta - Class in com.opengamma.strata.report.trade: The meta-bean for TradeReportColumn.
TradeReportFormatter - Class in com.opengamma.strata.report.trade: Formatter for trade reports.
TradeReportFormatter() - Constructor for class com.opengamma.strata.report.trade.TradeReportFormatter
TradeReportRunner - Class in com.opengamma.strata.report.trade: Report runner for trade reports.
TradeReportRunner() - Constructor for class com.opengamma.strata.report.trade.TradeReportRunner
TradeReportTemplate - Class in com.opengamma.strata.report.trade: Describes the contents and layout of a trade report.
TradeReportTemplate(TradeReportTemplate.Builder) - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplate: Restricted constructor.
TradeReportTemplate.Builder - Class in com.opengamma.strata.report.trade: The bean-builder for TradeReportTemplate.
TradeReportTemplate.Meta - Class in com.opengamma.strata.report.trade: The meta-bean for TradeReportTemplate.
TradeReportTemplateIniLoader - Class in com.opengamma.strata.report.trade: Loads a trade report template from the standard INI file format.
TradeReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
trades - Static variable in class com.opengamma.strata.examples.finance.CdsTradeExample
trades() - Method in class com.opengamma.strata.examples.report.TradePortfolio.Meta: The meta-property for the trades property.
trades(List<Trade>) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder: Sets the trades property in the builder.
trades(Trade...) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder: Sets the trades property in the builder from an array of objects.
trades() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta: The meta-property for the trades property.
tradeTime(LocalTime) - Method in class com.opengamma.strata.finance.TradeInfo.Builder: Sets the tradeTime property in the builder.
tradeTime() - Method in class com.opengamma.strata.finance.TradeInfo.Meta: The meta-property for the tradeTime property.
TradeTokenEvaluator - Class in com.opengamma.strata.report.result: Evaluates a token against a trade to produce another object.
TradeTokenEvaluator() - Constructor for class com.opengamma.strata.report.result.TradeTokenEvaluator
translate() - Method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitRestructuringClause: Converts Markit code to standard restructuring clause.
translate() - Method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitSeniorityLevel: Converts Markit code to standard seniority level.
Triple<A,B,C> - Class in com.opengamma.strata.collect.tuple: An immutable triple consisting of three elements.
Triple.Meta<A,B,C> - Class in com.opengamma.strata.collect.tuple: The meta-bean for Triple.
TRY - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'TRY' - Turkish Lira.
Tuple - Interface in com.opengamma.strata.collect.tuple: Base interface for all tuple types.
TWD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'TWD' - New Taiwan Dollar.
type() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta: The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder: Sets the type property in the builder.
type() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta: The meta-property for the type property.
type() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta: The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder: Sets the type property in the builder.
type() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta: The meta-property for the type property.
TypedString<T extends TypedString<T>> - Class in com.opengamma.strata.collect.type: An abstract class designed to enable typed strings.
TypedString(String) - Constructor for class com.opengamma.strata.collect.type.TypedString: Creates an instance.
TypedString(String, Pattern, String) - Constructor for class com.opengamma.strata.collect.type.TypedString: Creates an instance, validating the name against a regex.

U

UAH - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'UAH' - Ukrainian Hryvnia.
unadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta: The meta-property for the unadjusted property.
UNADJUSTED_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The accrual end date, before any business day adjustment.
UNADJUSTED_PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The payment date, before any business day adjustment.
UNADJUSTED_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The accrual start date, before any business day adjustment.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder: Sets the unadjustedEndDate property in the builder.
unadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta: The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder: Sets the unadjustedEndDate property in the builder.
unadjustedEndDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta: The meta-property for the unadjustedEndDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder: Sets the unadjustedStartDate property in the builder.
unadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta: The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder: Sets the unadjustedStartDate property in the builder.
unadjustedStartDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta: The meta-property for the unadjustedStartDate property.
unaryOperator(CheckedUnaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked: Converts checked exceptions to unchecked based on the UnaryOperator interface.
Unchecked - Class in com.opengamma.strata.collect: Static utility methods that allow a lambda block to be decorated to avoid handling checked exceptions.
underlying(Fx) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder: Sets the underlying property in the builder.
underlying() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta: The meta-property for the underlying property.
underlying(Swap) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder: Sets the underlying property in the builder.
underlying() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta: The meta-property for the underlying property.
underlyingLink(SecurityLink<GenericFuture>) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder: Sets the underlyingLink property in the builder.
underlyingLink() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta: The meta-property for the underlyingLink property.
underlyingLink(SecurityLink<IborFuture>) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder: Sets the underlyingLink property in the builder.
underlyingLink() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta: The meta-property for the underlyingLink property.
underlyingQuantity(long) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder: Sets the underlyingQuantity property in the builder.
underlyingQuantity() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta: The meta-property for the underlyingQuantity property.
union(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange: Calculates the range that is the union of this range and the specified range.
union(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Obtains the union of a pair of time series.
UNIT_AMOUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The unit amount.
unitAmount(CurrencyAmount) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder: Sets the unitAmount property in the builder.
unitAmount() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta: The meta-property for the unitAmount property.
unitParameterSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.value.DiscountFactors: Calculates the unit parameter sensitivity of the forward rate at the specified fixing date.
unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
unitParameterSensitivity(YearMonth) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
unitParameterSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.value.IborIndexRates: Calculates the unit parameter sensitivity of the forward rate at the specified fixing date.
unitParameterSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates: Calculates the unit parameter sensitivity of the forward rate at the specified fixing date.
unitParameterSensitivity(YearMonth) - Method in interface com.opengamma.strata.market.value.PriceIndexValues: Calculates the unit parameter sensitivity of the forward value at the specified fixing month.
unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
UnitSecurity - Class in com.opengamma.strata.finance: A standard implementation of a security shared between trades.
UnitSecurity.Builder - Class in com.opengamma.strata.finance: The bean-builder for UnitSecurity.
UnitSecurity.Meta - Class in com.opengamma.strata.finance: The meta-bean for UnitSecurity.
unsupported() - Static method in interface com.opengamma.strata.report.format.ValueFormatter: Gets a formatter to be used when no specific formatter exists for the object.
UnsupportedValueFormatter - Class in com.opengamma.strata.report.format: Catch-all formatter that outputs the type of the value in angular brackets, e.g.
UnsupportedValueFormatter() - Constructor for class com.opengamma.strata.report.format.UnsupportedValueFormatter
upfrontFee(SinglePayment) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder: Sets the upfrontFee property in the builder.
upfrontFee() - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta: The meta-property for the upfrontFee property.
upfrontFeeAmount(Double) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Sets the upfrontFeeAmount property in the builder.
upfrontFeeAmount() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta: The meta-property for the upfrontFeeAmount property.
upfrontFeeAmount - Variable in class com.opengamma.strata.finance.credit.ExpandedCds: The upfront fee amount, optional.
upfrontFeePaymentDate(LocalDate) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder: Sets the upfrontFeePaymentDate property in the builder.
upfrontFeePaymentDate() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta: The meta-property for the upfrontFeePaymentDate property.
upfrontFeePaymentDate - Variable in class com.opengamma.strata.finance.credit.ExpandedCds: The upfront fee date, optional.
US - Static variable in class com.opengamma.strata.basics.location.Country: The country 'US' - United States.
US_CPI_U - Static variable in class com.opengamma.strata.basics.index.PriceIndices: The consumer price index for US Urban consumers, "Non-revised index of Consumer Prices for All Urban Consumers (CPI-U) before seasonal adjustment".
USCPI_TS - Static variable in class com.opengamma.strata.pricer.dataset.PriceIndexDataSets
USD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'USD' - United States Dollar.
USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.OvernightIndices: The FED_FUND index for USD.
USD_FED_FUND - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the USD FED FUND index.
USD_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 12 month LIBOR index for USD.
USD_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 month LIBOR index for USD.
USD_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 1 week LIBOR index for USD.
USD_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 2 month LIBOR index for USD.
USD_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 3 month LIBOR index for USD.
USD_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices: The 6 month LIBOR index for USD.
USDLIBOR12M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the USD LIBOR 12M index.
USDLIBOR1M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the USD LIBOR 1M index.
USDLIBOR3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the USD LIBOR 3M index.
USDLIBOR6M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices: Reference to the USD LIBOR 6M index.
USGS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars: The holiday calendar for United States Government Securities, with code 'USGS'.
USNY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars: The holiday calendar for New York, United States, with code 'USNY'.

V

validate(String, File) - Method in class com.opengamma.strata.examples.report.MarketDataRootValidator
valuationDate() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta: The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataBuilder: Sets the valuation date associated with the market data, replacing the existing valuation date.
valuationDate(LocalDate) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder: Sets the valuation date for all scenarios.
valuationDate() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta: The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta: The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta: The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder: Sets the valuationDate property in the builder.
valuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta: The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder: Sets the valuationDate property in the builder.
valuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta: The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder: Sets the valuationDate property in the builder.
valuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta: The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder: Sets the valuationDate property in the builder.
valuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta: The meta-property for the valuationDate property.
valuationDates() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta: The meta-property for the valuationDates property.
valuationDates(LocalDate...) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder: Sets the valuation date for all scenarios.
valuationDates(List<LocalDate>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder: Sets the valuation date for all scenarios.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder: Sets the valuationDateTime property in the builder.
valuationDateTime() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta: The meta-property for the valuationDateTime property.
valuationMonth() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta: The meta-property for the valuationMonth property.
valuationTime() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta: The meta-property for the valuationTime property.
valuationZone() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta: The meta-property for the valuationZone property.
value(ValueAdjustment) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder: Sets the value property in the builder.
value() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta: The meta-property for the value property.
value() - Method in class com.opengamma.strata.collect.id.StandardId.Meta: The meta-property for the value property.
value() - Method in class com.opengamma.strata.collect.result.Result.Meta: The meta-property for the value property.
value() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta: The meta-property for the value property.
value(CurrencyAmount) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder: Sets the value property in the builder.
value() - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta: The meta-property for the value property.
value(YearMonth) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
value(YearMonth) - Method in interface com.opengamma.strata.market.value.PriceIndexValues: Gets the historic or forward rate at the specified fixing month.
value(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder: Sets the value property in the builder.
value() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta: The meta-property for the value property.
ValueAdjustment - Class in com.opengamma.strata.basics.value: An adjustment to a value, describing how to change one value into another.
ValueAdjustment.Meta - Class in com.opengamma.strata.basics.value: The meta-bean for ValueAdjustment.
ValueAdjustmentType - Enum in com.opengamma.strata.basics.value: The type of value adjustment.
ValueFormatter<T> - Interface in com.opengamma.strata.report.format: Formats a value into a string.
valueOf(String) - Static method in enum com.opengamma.strata.basics.BuySell: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.LongShort: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.PayReceive: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.PutCall: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.collect.result.FailureReason: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitRestructuringClause: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitSeniorityLevel: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.common.FutureOptionPremiumStyle: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.credit.ReferenceInformationType: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.credit.RestructuringClause: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.credit.SeniorityLevel: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.fra.FraDiscountingMethod: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.CompoundingMethod: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.FixingRelativeTo: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.FxResetFixingRelativeTo: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.IborRateAveragingMethod: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.NegativeRateMethod: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.OvernightAccrualMethod: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.PaymentRelativeTo: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.SwapLegType: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.curve.IsdaYieldCurveUnderlyingType: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.curve.ShiftType: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.format.FormatCategory: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.format.ReportOutputFormat: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.result.ValueRootType: Returns the enum constant of this type with the specified name.
ValuePathEvaluator - Class in com.opengamma.strata.report.result: Evaluates a path describing a value to be shown in a trade report.
ValuePathEvaluator() - Constructor for class com.opengamma.strata.report.result.ValuePathEvaluator
valuePointSensitivity(YearMonth) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
valuePointSensitivity(YearMonth) - Method in interface com.opengamma.strata.market.value.PriceIndexValues: Calculates the point sensitivity of the historic or forward value at the specified fixing month.
ValueRootType - Enum in com.opengamma.strata.report.result: Enumerates the possible value path roots.
values() - Static method in enum com.opengamma.strata.basics.BuySell: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.LongShort: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.PayReceive: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.PutCall: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.schedule.StubConvention: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.collect.result.FailureReason: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries: Returns a stream over the values of this time-series.
values(double...) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder: Sets the values property in the builder.
values() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta: The meta-property for the values property.
values(List<FxConvertible<?>>) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder: Sets the values property in the builder.
values() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Meta: The meta-property for the values property.
values() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta: The meta-property for the values property.
values() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment.Meta: The meta-property for the values property.
values() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta: The meta-property for the values property.
values() - Static method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitRestructuringClause: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitSeniorityLevel: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.common.FutureOptionPremiumStyle: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.credit.ReferenceInformationType: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.credit.RestructuringClause: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.credit.SeniorityLevel: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.fra.FraDiscountingMethod: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.CompoundingMethod: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.FixingRelativeTo: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.FxResetFixingRelativeTo: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.IborRateAveragingMethod: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.NegativeRateMethod: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.OvernightAccrualMethod: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.PaymentRelativeTo: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.SwapLegType: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.market.curve.IsdaYieldCurveUnderlyingType: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.market.curve.ShiftType: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.format.FormatCategory: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.format.ReportOutputFormat: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.result.ValueRootType: Returns an array containing the constants of this enum type, in the order they are declared.
ValueSchedule - Class in com.opengamma.strata.basics.value: A value that can vary over time.
ValueSchedule.Builder - Class in com.opengamma.strata.basics.value: The bean-builder for ValueSchedule.
ValueSchedule.Meta - Class in com.opengamma.strata.basics.value: The meta-bean for ValueSchedule.
ValueStep - Class in com.opengamma.strata.basics.value: A single step in the variation of a value over time.
ValueStep.Builder - Class in com.opengamma.strata.basics.value: The bean-builder for ValueStep.
ValueStep.Meta - Class in com.opengamma.strata.basics.value: The meta-bean for ValueStep.
vanillaFixedVsLibor3mSwap() - Method in class com.opengamma.strata.examples.finance.SwapTradeModelDemo

W

weekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta: The meta-property for the weekendDays property.
weight(double) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder: Sets the weight property in the builder.
weight() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta: The meta-property for the weight property.
weight(double) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder: Sets the weight property in the builder.
weight() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta: The meta-property for the weight property.
WEIGHT - Static variable in class com.opengamma.strata.market.explain.ExplainKey: The weight of this observation.
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity: Returns an instance with the specified sensitivity currency set.
withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder: Returns an instance with the specified currency applied to the sensitivities in this builder.
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
withCurve(InterpolatedNodalCurve) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues: Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors: Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors: Returns a new instance with a different curve.
withDate(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint: Returns a copy of this point with another date.
withDefaultRules(PricingRules, MarketDataRules, ReportingRules) - Method in class com.opengamma.strata.engine.Column: Returns a column whose rules are derived from the rules in this column composed with the default rules.
withDiscountFactors(DiscountFactors, DiscountFactors) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates: Returns a new instance with different discount factors.
withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates: Returns a new instance with different discount factors.
withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates: Returns a new instance with different discount factors.
withEndExclusive(TemporalAdjuster) - Method in class com.opengamma.strata.collect.range.LocalDateRange: Returns a copy of this range with the end date adjusted.
withNode(int, double, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Returns a new curve with an additional node with no parameter metadata.
withNode(int, CurveParameterMetadata, double, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve: Returns a new curve with an additional node, specifying the parameter metadata.
withSensitivity(double[]) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity: Returns an instance with the new parameter sensitivity values.
withSensitivity(double[]) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity: Returns an instance with the new parameter sensitivity values.
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
withSensitivity(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity: Returns an instance with the new point sensitivity value.
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
withSensitivity(double) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
withStart(TemporalAdjuster) - Method in class com.opengamma.strata.collect.range.LocalDateRange: Returns a copy of this range with the start date adjusted.
withValue(double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint: Returns a copy of this point with another value.
withYValues(double[]) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
withYValues(double[]) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
withYValues(double[]) - Method in interface com.opengamma.strata.market.curve.NodalCurve: Returns a new curve with the specified values.
WM_EUR_USD - Static variable in class com.opengamma.strata.basics.index.FxIndices: The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".
WM_GBP_USD - Static variable in class com.opengamma.strata.basics.index.FxIndices: The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".
WM_USD_CHF - Static variable in class com.opengamma.strata.basics.index.FxIndices: The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".
WM_USD_JPY - Static variable in class com.opengamma.strata.basics.index.FxIndices: The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".
wrap(Supplier<Result<T>>) - Static method in class com.opengamma.strata.collect.result.Result: Creates a Result wrapping the result produced by the supplier.
writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
writeAsciiTable(R, OutputStream) - Method in class com.opengamma.strata.report.format.ReportFormatter: Outputs the report as an ASCII table.
writeAsciiTable(OutputStream) - Method in interface com.opengamma.strata.report.Report: Writes this report out as an ASCII table.
writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport
writeCsv(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
writeCsv(R, OutputStream) - Method in class com.opengamma.strata.report.format.ReportFormatter: Outputs the report table in CSV format.
writeCsv(OutputStream) - Method in interface com.opengamma.strata.report.Report: Writes this report out in a CSV format.
writeCsv(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport

X

XAG - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'XAG' - Silver (troy ounce).
XAU - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'XAU' - Gold (troy ounce).
XPD - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'XPD' - Paladium (troy ounce).
XPT - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'XPT' - Platinum (troy ounce).
xValues(double...) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder: Sets the xValues property in the builder.
xValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta: The meta-property for the xValues property.
XXX - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'XXX' - No applicable currency.

Y

yearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount: Gets the year fraction between the specified dates.
yearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount: Gets the year fraction between the specified dates.
yearFraction(DayCount, Schedule) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod: Calculates the year fraction using the specified day count.
yearFraction(double) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder: Sets the yearFraction property in the builder.
yearFraction() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta: The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder: Sets the yearFraction property in the builder.
yearFraction() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta: The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder: Sets the yearFraction property in the builder.
yearFraction() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta: The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder: Sets the yearFraction property in the builder.
yearFraction() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta: The meta-property for the yearFraction property.
yearMonth() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta: The meta-property for the yearMonth property.
YearMonthCurveNodeMetadata - Class in com.opengamma.strata.market.curve: Curve node metadata for a curve node with a specific year-month.
YearMonthCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve: The meta-bean for YearMonthCurveNodeMetadata.
yieldCurveInstruments() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta: The meta-property for the yieldCurveInstruments property.
yieldCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta: The meta-property for the yieldCurvePoints property.
yValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta: The meta-property for the yValue property.
yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
yValue(double) - Method in interface com.opengamma.strata.market.curve.Curve: Computes the y-value for the specified x-value.
yValue(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
yValue(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
yValueParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.Curve: Computes the sensitivity of the y-value with respect to the curve parameters.
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
yValues(double...) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder: Sets the yValues property in the builder.
yValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta: The meta-property for the yValues property.

Z

ZA - Static variable in class com.opengamma.strata.basics.location.Country: The country 'ZA' - South Africa.
ZAR - Static variable in class com.opengamma.strata.basics.currency.Currency: The currency 'ZAR' - South African Rand.
zero(Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount: Obtains a zero amount instance of CurrencyAmount for the specified currency.
ZeroRateDiscountFactors - Class in com.opengamma.strata.market.value: Provides access to discount factors for a currency based on a zero rate curve.
ZeroRateDiscountFactors.Meta - Class in com.opengamma.strata.market.value: The meta-bean for ZeroRateDiscountFactors.
ZeroRateDiscountFactorsId - Class in com.opengamma.strata.market.id: Market data ID identifying the zero-rate discount factors for a currency.
ZeroRateDiscountFactorsId.Meta - Class in com.opengamma.strata.market.id: The meta-bean for ZeroRateDiscountFactorsId.
ZeroRateDiscountFactorsMapping - Class in com.opengamma.strata.function.marketdata.mapping: Market data mapping that accepts a DiscountFactorsKey and returns a ZeroRateDiscountFactorsId.
ZeroRateDiscountFactorsMapping.Builder - Class in com.opengamma.strata.function.marketdata.mapping: The bean-builder for ZeroRateDiscountFactorsMapping.
ZeroRateDiscountFactorsMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping: The meta-bean for ZeroRateDiscountFactorsMapping.
ZeroRateDiscountFactorsMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve: Market data function that builds discount factors.
ZeroRateDiscountFactorsMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.ZeroRateDiscountFactorsMarketDataFunction
zeroRatePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.value.DiscountFactors: Calculates the zero rate point sensitivity at the specified date.
zeroRatePointSensitivity(LocalDate, Currency) - Method in interface com.opengamma.strata.market.value.DiscountFactors: Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
ZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity: Point sensitivity to the zero rate curve.
ZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity: The meta-bean for ZeroRateSensitivity.
zone(ZoneId) - Method in class com.opengamma.strata.finance.TradeInfo.Builder: Sets the zone property in the builder.
zone() - Method in class com.opengamma.strata.finance.TradeInfo.Meta: The meta-property for the zone property.

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at docs.opengamma.com.